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 | 25,53% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 97 950 | 97 950 | 3 590 CHF | 4 573 CHF | 99,89% | 99,89% |
19/11/2024 | 25,91% | 0,03 CHF | 0,04 CHF | 220 000 | 220 000 | 99 186 | 99 186 | 3 426 CHF | 4 422 CHF | 99,94% | 99,94% |
18/11/2024 | 22,29% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 79 022 | 79 022 | 3 159 CHF | 3 953 CHF | 99,89% | 99,89% |
15/11/2024 | 21,48% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 97 397 | 97 397 | 4 139 CHF | 5 124 CHF | 99,90% | 99,90% |
14/11/2024 | 16,96% | 0,05 CHF | 0,06 CHF | 210 000 | 210 000 | 86 568 | 86 568 | 4 722 CHF | 5 591 CHF | 100,00% | 100,00% |
13/11/2024 | 15,61% | 0,06 CHF | 0,07 CHF | 200 000 | 200 000 | 85 914 | 85 914 | 5 179 CHF | 6 042 CHF | 100,00% | 100,00% |
12/11/2024 | 11,70% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 84 247 | 84 247 | 6 879 CHF | 7 725 CHF | 99,94% | 99,94% |
11/11/2024 | 10,89% | 0,09 CHF | 0,10 CHF | 190 000 | 190 000 | 84 760 | 84 760 | 7 612 CHF | 8 463 CHF | 99,89% | 99,89% |
08/11/2024 | 11,23% | 0,08 CHF | 0,09 CHF | 190 000 | 190 000 | 84 403 | 84 403 | 7 454 CHF | 8 320 CHF | 99,20% | 99,20% |
07/11/2024 | 12,80% | 0,09 CHF | 0,10 CHF | 190 000 | 190 000 | 86 127 | 86 127 | 6 733 CHF | 7 598 CHF | 99,72% | 99,72% |