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 | 12,32% | 0,25 CHF | 0,27 CHF | 93 456 | 25 000 | 94 260 | 25 000 | 20 697 CHF | 6 209 CHF | 100,00% | 100,00% |
19/11/2024 | 14,95% | 0,19 CHF | 0,22 CHF | 95 094 | 25 000 | 95 174 | 25 000 | 17 703 CHF | 5 401 CHF | 100,00% | 100,00% |
18/11/2024 | 14,48% | 0,20 CHF | 0,23 CHF | 95 129 | 25 000 | 95 351 | 25 000 | 18 343 CHF | 5 559 CHF | 99,63% | 99,63% |
15/11/2024 | 13,73% | 0,20 CHF | 0,23 CHF | 95 345 | 25 000 | 95 220 | 25 000 | 19 135 CHF | 5 764 CHF | 100,00% | 100,00% |
14/11/2024 | 12,81% | 0,21 CHF | 0,24 CHF | 95 068 | 25 000 | 95 271 | 25 000 | 19 565 CHF | 5 836 CHF | 99,44% | 99,44% |
13/11/2024 | 12,68% | 0,20 CHF | 0,23 CHF | 94 914 | 25 000 | 94 751 | 24 964 | 19 224 CHF | 5 749 CHF | 98,88% | 98,88% |
12/11/2024 | 13,89% | 0,18 CHF | 0,21 CHF | 95 372 | 25 000 | 94 600 | 25 000 | 19 034 CHF | 5 781 CHF | 100,00% | 100,00% |
11/11/2024 | 12,16% | 0,23 CHF | 0,26 CHF | 93 553 | 25 000 | 93 338 | 25 000 | 21 627 CHF | 6 543 CHF | 100,00% | 100,00% |
08/11/2024 | 11,56% | 0,22 CHF | 0,25 CHF | 93 154 | 25 000 | 92 877 | 25 000 | 21 059 CHF | 6 365 CHF | 100,00% | 100,00% |
07/11/2024 | 11,65% | 0,24 CHF | 0,26 CHF | 92 562 | 25 000 | 89 501 | 24 376 | 22 074 CHF | 6 728 CHF | 99,06% | 99,06% |