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 | 10,55% | 0,09 CHF | 0,10 CHF | 220 000 | 220 000 | 217 161 | 217 161 | 19 517 CHF | 21 688 CHF | 100,00% | 100,00% |
19/11/2024 | 9,44% | 0,09 CHF | 0,10 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 21 217 CHF | 23 317 CHF | 100,00% | 100,00% |
18/11/2024 | 9,15% | 0,11 CHF | 0,12 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 21 909 CHF | 24 009 CHF | 100,00% | 100,00% |
15/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 200 000 | 200 000 | 200 699 | 200 699 | 22 056 CHF | 24 063 CHF | 100,00% | 100,00% |
14/11/2024 | 8,82% | 0,11 CHF | 0,12 CHF | 200 000 | 200 000 | 206 796 | 206 796 | 22 415 CHF | 24 483 CHF | 99,36% | 99,36% |
13/11/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 210 000 | 210 000 | 205 682 | 205 682 | 22 740 CHF | 24 797 CHF | 100,00% | 100,00% |
12/11/2024 | 8,30% | 0,11 CHF | 0,12 CHF | 210 000 | 210 000 | 201 587 | 201 587 | 23 301 CHF | 25 319 CHF | 100,00% | 100,00% |
11/11/2024 | 9,37% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 24 373 CHF | 26 768 CHF | 99,93% | 99,93% |
08/11/2024 | 8,43% | 0,12 CHF | 0,13 CHF | 210 000 | 210 000 | 207 588 | 207 588 | 23 631 CHF | 25 711 CHF | 100,00% | 100,00% |
07/11/2024 | 9,16% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 24 597 CHF | 26 959 CHF | 100,00% | 100,00% |