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 | 16,12% | 0,06 CHF | 0,07 CHF | 420 000 | 420 000 | 188 758 | 188 758 | 11 238 CHF | 13 134 CHF | 99,89% | 99,89% |
19/11/2024 | 16,84% | 0,06 CHF | 0,07 CHF | 440 000 | 440 000 | 193 744 | 193 744 | 10 848 CHF | 12 795 CHF | 99,94% | 99,94% |
18/11/2024 | 14,90% | 0,06 CHF | 0,07 CHF | 420 000 | 420 000 | 154 183 | 154 183 | 9 611 CHF | 11 161 CHF | 99,89% | 99,89% |
15/11/2024 | 14,78% | 0,06 CHF | 0,07 CHF | 420 000 | 420 000 | 187 468 | 187 468 | 12 090 CHF | 13 984 CHF | 99,90% | 99,90% |
14/11/2024 | 12,05% | 0,07 CHF | 0,08 CHF | 420 000 | 420 000 | 172 971 | 172 971 | 13 636 CHF | 15 374 CHF | 100,00% | 100,00% |
13/11/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 400 000 | 400 000 | 171 735 | 171 735 | 14 302 CHF | 16 027 CHF | 100,00% | 100,00% |
12/11/2024 | 9,36% | 0,09 CHF | 0,10 CHF | 400 000 | 400 000 | 170 878 | 170 878 | 17 665 CHF | 19 382 CHF | 99,94% | 99,94% |
11/11/2024 | 8,78% | 0,12 CHF | 0,13 CHF | 380 000 | 380 000 | 170 634 | 170 634 | 19 143 CHF | 20 856 CHF | 99,90% | 99,90% |
08/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 380 000 | 380 000 | 165 027 | 165 027 | 18 444 CHF | 20 138 CHF | 98,90% | 98,90% |
07/11/2024 | 9,68% | 0,11 CHF | 0,12 CHF | 380 000 | 380 000 | 172 198 | 172 198 | 17 858 CHF | 19 587 CHF | 99,72% | 99,72% |