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 | 11,84% | 0,27 CHF | 0,30 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 14 343 CHF | 16 143 CHF | 100,00% | 100,00% |
19/11/2024 | 8,62% | 0,33 CHF | 0,36 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 20 074 CHF | 21 874 CHF | 100,00% | 100,00% |
18/11/2024 | 9,24% | 0,28 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 18 594 CHF | 20 394 CHF | 98,99% | 98,99% |
15/11/2024 | 11,46% | 0,29 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 14 856 CHF | 16 656 CHF | 100,00% | 100,00% |
14/11/2024 | 11,54% | 0,21 CHF | 0,24 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 14 324 CHF | 16 073 CHF | 100,00% | 100,00% |
13/11/2024 | 10,73% | 0,28 CHF | 0,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 15 895 CHF | 17 695 CHF | 99,88% | 99,88% |
12/11/2024 | 13,46% | 0,20 CHF | 0,22 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 10 818 CHF | 12 378 CHF | 100,00% | 100,00% |
11/11/2024 | 13,18% | 0,16 CHF | 0,18 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 11 237 CHF | 12 797 CHF | 100,00% | 100,00% |
08/11/2024 | 11,18% | 0,25 CHF | 0,28 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 15 215 CHF | 17 015 CHF | 100,00% | 100,00% |
07/11/2024 | 10,31% | 0,27 CHF | 0,30 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 16 562 CHF | 18 362 CHF | 99,67% | 99,67% |