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 | 12,95% | 0,18 CHF | 0,20 CHF | 176 460 | 25 000 | 182 203 | 25 000 | 31 135 CHF | 4 869 CHF | 100,00% | 100,00% |
19/11/2024 | 20,06% | 0,12 CHF | 0,14 CHF | 236 901 | 25 000 | 257 670 | 25 000 | 27 038 CHF | 3 216 CHF | 100,00% | 100,00% |
18/11/2024 | 22,57% | 0,12 CHF | 0,15 CHF | 233 200 | 25 000 | 237 631 | 21 692 | 27 578 CHF | 3 122 CHF | 100,00% | 100,00% |
15/11/2024 | 18,31% | 0,12 CHF | 0,15 CHF | 235 185 | 25 000 | 221 764 | 25 000 | 28 592 CHF | 3 876 CHF | 94,51% | 94,51% |
14/11/2024 | 16,51% | 0,14 CHF | 0,17 CHF | 206 440 | 25 000 | 211 120 | 25 000 | 30 109 CHF | 4 209 CHF | 99,22% | 99,22% |
13/11/2024 | 19,56% | 0,12 CHF | 0,14 CHF | 240 740 | 25 000 | 245 475 | 24 774 | 27 862 CHF | 3 419 CHF | 99,36% | 99,36% |
12/11/2024 | 19,22% | 0,11 CHF | 0,14 CHF | 242 217 | 25 000 | 216 160 | 25 000 | 28 490 CHF | 4 003 CHF | 100,00% | 100,00% |
11/11/2024 | 16,24% | 0,15 CHF | 0,17 CHF | 202 620 | 25 000 | 202 503 | 25 000 | 30 556 CHF | 4 442 CHF | 100,00% | 100,00% |
08/11/2024 | 15,01% | 0,15 CHF | 0,18 CHF | 196 938 | 25 000 | 197 775 | 25 000 | 30 943 CHF | 4 547 CHF | 100,00% | 100,00% |
07/11/2024 | 15,19% | 0,17 CHF | 0,19 CHF | 185 396 | 25 000 | 190 296 | 24 219 | 31 315 CHF | 4 638 CHF | 98,73% | 98,73% |