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 | 23,70% | 0,04 CHF | 0,05 CHF | 420 000 | 420 000 | 183 692 | 183 692 | 7 109 CHF | 8 954 CHF | 99,89% | 99,89% |
19/11/2024 | 25,13% | 0,04 CHF | 0,05 CHF | 440 000 | 440 000 | 192 417 | 192 417 | 6 885 CHF | 8 818 CHF | 99,94% | 99,94% |
18/11/2024 | 21,82% | 0,04 CHF | 0,05 CHF | 420 000 | 420 000 | 153 224 | 153 224 | 6 233 CHF | 7 773 CHF | 99,89% | 99,89% |
15/11/2024 | 21,48% | 0,04 CHF | 0,05 CHF | 420 000 | 420 000 | 187 468 | 187 468 | 7 969 CHF | 9 863 CHF | 99,90% | 99,90% |
14/11/2024 | 17,14% | 0,05 CHF | 0,06 CHF | 420 000 | 420 000 | 171 039 | 171 039 | 9 177 CHF | 10 895 CHF | 100,00% | 100,00% |
13/11/2024 | 16,56% | 0,06 CHF | 0,07 CHF | 400 000 | 400 000 | 170 661 | 170 661 | 9 717 CHF | 11 432 CHF | 100,00% | 100,00% |
12/11/2024 | 12,93% | 0,06 CHF | 0,07 CHF | 400 000 | 400 000 | 170 416 | 170 416 | 12 478 CHF | 14 190 CHF | 99,94% | 99,94% |
11/11/2024 | 12,17% | 0,08 CHF | 0,09 CHF | 380 000 | 380 000 | 171 094 | 171 094 | 13 595 CHF | 15 313 CHF | 99,89% | 99,89% |
08/11/2024 | 12,74% | 0,07 CHF | 0,08 CHF | 380 000 | 380 000 | 162 738 | 162 738 | 12 820 CHF | 14 495 CHF | 99,20% | 99,20% |
07/11/2024 | 13,62% | 0,08 CHF | 0,09 CHF | 380 000 | 380 000 | 172 274 | 172 274 | 12 475 CHF | 14 205 CHF | 99,72% | 99,72% |