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 | 16,44% | 0,06 CHF | 0,07 CHF | 210 000 | 210 000 | 92 053 | 92 053 | 5 373 CHF | 6 297 CHF | 99,90% | 99,90% |
19/11/2024 | 17,44% | 0,06 CHF | 0,07 CHF | 220 000 | 220 000 | 98 516 | 98 516 | 5 321 CHF | 6 311 CHF | 99,94% | 99,94% |
18/11/2024 | 14,76% | 0,06 CHF | 0,07 CHF | 210 000 | 210 000 | 78 582 | 78 582 | 4 933 CHF | 5 723 CHF | 99,90% | 99,90% |
15/11/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 210 000 | 210 000 | 97 223 | 97 223 | 6 341 CHF | 7 323 CHF | 99,90% | 99,90% |
14/11/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 210 000 | 210 000 | 86 350 | 86 350 | 7 080 CHF | 7 947 CHF | 100,00% | 100,00% |
13/11/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 200 000 | 200 000 | 85 484 | 85 484 | 7 421 CHF | 8 280 CHF | 100,00% | 100,00% |
12/11/2024 | 8,52% | 0,10 CHF | 0,11 CHF | 200 000 | 200 000 | 85 011 | 85 011 | 9 646 CHF | 10 500 CHF | 99,94% | 99,94% |
11/11/2024 | 8,11% | 0,13 CHF | 0,14 CHF | 190 000 | 190 000 | 83 552 | 83 552 | 10 188 CHF | 11 028 CHF | 99,90% | 99,90% |
08/11/2024 | 8,45% | 0,11 CHF | 0,12 CHF | 190 000 | 190 000 | 83 708 | 83 708 | 10 127 CHF | 10 987 CHF | 98,90% | 98,90% |
07/11/2024 | 9,18% | 0,12 CHF | 0,13 CHF | 190 000 | 190 000 | 86 118 | 86 118 | 9 492 CHF | 10 356 CHF | 99,72% | 99,72% |