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 | 6,05% | 0,14 CHF | 0,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 16 130 CHF | 17 130 CHF | 100,00% | 100,00% |
19/11/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 318 CHF | 13 068 CHF | 100,00% | 100,00% |
18/11/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 14 744 CHF | 15 494 CHF | 100,00% | 100,00% |
15/11/2024 | 4,37% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 16 792 CHF | 17 542 CHF | 100,00% | 100,00% |
14/11/2024 | 4,34% | 0,24 CHF | 0,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 17 000 CHF | 17 750 CHF | 99,22% | 99,22% |
13/11/2024 | 4,72% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 15 445 CHF | 16 189 CHF | 98,74% | 98,74% |
12/11/2024 | 4,28% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 17 226 CHF | 17 976 CHF | 100,00% | 100,00% |
11/11/2024 | 3,58% | 0,29 CHF | 0,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 640 CHF | 21 390 CHF | 100,00% | 100,00% |
08/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 537 CHF | 21 287 CHF | 100,00% | 100,00% |
07/11/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 23 893 CHF | 24 648 CHF | 98,73% | 98,73% |