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 | 10,90% | 0,09 CHF | 0,10 CHF | 420 000 | 420 000 | 188 156 | 188 156 | 17 023 CHF | 18 912 CHF | 99,89% | 99,89% |
19/11/2024 | 11,28% | 0,09 CHF | 0,10 CHF | 440 000 | 440 000 | 193 545 | 193 545 | 16 699 CHF | 18 644 CHF | 99,94% | 99,94% |
18/11/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 420 000 | 420 000 | 154 184 | 154 184 | 14 467 CHF | 16 016 CHF | 99,89% | 99,89% |
15/11/2024 | 10,15% | 0,09 CHF | 0,10 CHF | 420 000 | 420 000 | 187 469 | 187 469 | 18 120 CHF | 20 013 CHF | 99,90% | 99,90% |
14/11/2024 | 8,44% | 0,11 CHF | 0,12 CHF | 420 000 | 420 000 | 173 506 | 173 506 | 19 970 CHF | 21 713 CHF | 100,00% | 100,00% |
13/11/2024 | 8,17% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 171 829 | 171 829 | 20 751 CHF | 22 477 CHF | 100,00% | 100,00% |
12/11/2024 | 6,75% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 170 537 | 170 537 | 24 834 CHF | 26 547 CHF | 99,94% | 99,94% |
11/11/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 380 000 | 380 000 | 169 820 | 169 820 | 26 815 CHF | 28 521 CHF | 99,89% | 99,89% |
08/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 360 000 | 360 000 | 157 430 | 157 430 | 24 973 CHF | 26 586 CHF | 98,90% | 98,90% |
07/11/2024 | 6,86% | 0,16 CHF | 0,17 CHF | 380 000 | 380 000 | 172 248 | 172 248 | 25 531 CHF | 27 261 CHF | 99,71% | 99,71% |