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 | 13,29% | 0,15 CHF | 0,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 11 087 CHF | 12 647 CHF | 100,00% | 100,00% |
19/11/2024 | 14,09% | 0,20 CHF | 0,23 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 10 406 CHF | 11 972 CHF | 100,00% | 100,00% |
18/11/2024 | 11,96% | 0,25 CHF | 0,28 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 13 755 CHF | 15 504 CHF | 98,95% | 98,95% |
15/11/2024 | 11,19% | 0,18 CHF | 0,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 15 005 CHF | 16 773 CHF | 100,00% | 100,00% |
14/11/2024 | 8,12% | 0,38 CHF | 0,41 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 278 CHF | 23 078 CHF | 100,00% | 100,00% |
13/11/2024 | 8,11% | 0,35 CHF | 0,38 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 363 CHF | 23 163 CHF | 99,88% | 99,88% |
12/11/2024 | 6,19% | 0,42 CHF | 0,45 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 28 218 CHF | 30 018 CHF | 100,00% | 100,00% |
11/11/2024 | 5,15% | 0,56 CHF | 0,59 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 34 105 CHF | 35 905 CHF | 100,00% | 100,00% |
08/11/2024 | 6,17% | 0,48 CHF | 0,51 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 28 378 CHF | 30 178 CHF | 100,00% | 100,00% |
07/11/2024 | 5,02% | 0,59 CHF | 0,62 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 34 995 CHF | 36 795 CHF | 99,67% | 99,67% |