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 | 30,85% | 0,15 CHF | 0,20 CHF | 123 124 | 25 000 | 126 645 | 25 000 | 17 691 CHF | 4 774 CHF | 100,00% | 100,00% |
19/11/2024 | 31,19% | 0,08 CHF | 0,10 CHF | 193 222 | 25 000 | 215 059 | 25 000 | 13 858 CHF | 2 216 CHF | 100,00% | 100,00% |
18/11/2024 | 31,48% | 0,08 CHF | 0,11 CHF | 179 437 | 25 000 | 186 755 | 21 692 | 14 814 CHF | 2 327 CHF | 100,00% | 100,00% |
15/11/2024 | 22,93% | 0,09 CHF | 0,12 CHF | 181 226 | 25 000 | 170 876 | 25 000 | 16 712 CHF | 3 080 CHF | 94,51% | 94,51% |
14/11/2024 | 19,90% | 0,12 CHF | 0,14 CHF | 156 503 | 25 000 | 156 956 | 25 000 | 18 239 CHF | 3 552 CHF | 99,20% | 99,20% |
13/11/2024 | 26,96% | 0,09 CHF | 0,11 CHF | 193 110 | 25 000 | 198 936 | 24 774 | 16 038 CHF | 2 619 CHF | 99,36% | 99,36% |
12/11/2024 | 22,12% | 0,08 CHF | 0,10 CHF | 200 088 | 25 000 | 167 561 | 25 000 | 17 563 CHF | 3 279 CHF | 100,00% | 100,00% |
11/11/2024 | 18,31% | 0,13 CHF | 0,15 CHF | 151 275 | 25 000 | 151 193 | 25 000 | 19 896 CHF | 3 959 CHF | 100,00% | 100,00% |
08/11/2024 | 17,62% | 0,13 CHF | 0,16 CHF | 148 888 | 25 000 | 146 797 | 25 000 | 20 439 CHF | 4 155 CHF | 100,00% | 100,00% |
07/11/2024 | 17,32% | 0,16 CHF | 0,18 CHF | 135 765 | 25 000 | 141 663 | 24 219 | 21 359 CHF | 4 349 CHF | 98,73% | 98,73% |