Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 7,50% | 0,12 CHF | 0,13 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 9 035 CHF | 9 735 CHF | 99,49% | 99,49% |
19/11/2024 | 8,77% | 0,12 CHF | 0,13 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 7 862 CHF | 8 569 CHF | 100,00% | 100,00% |
18/11/2024 | 6,81% | 0,15 CHF | 0,16 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 9 945 CHF | 10 645 CHF | 99,90% | 99,90% |
15/11/2024 | 7,49% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 9 019 CHF | 9 719 CHF | 100,00% | 100,00% |
14/11/2024 | 12,34% | 0,11 CHF | 0,12 CHF | 70 000 | 70 000 | 73 268 | 73 268 | 5 729 CHF | 6 462 CHF | 98,62% | 98,62% |
13/11/2024 | 12,39% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 5 799 CHF | 6 527 CHF | 100,00% | 100,00% |
12/11/2024 | 7,23% | 0,11 CHF | 0,12 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 9 392 CHF | 10 092 CHF | 99,88% | 99,88% |
11/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 180 CHF | 11 880 CHF | 100,00% | 100,00% |
08/11/2024 | 7,25% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 9 338 CHF | 10 038 CHF | 99,04% | 99,04% |
07/11/2024 | 5,61% | 0,14 CHF | 0,16 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 12 181 CHF | 12 881 CHF | 100,00% | 100,00% |