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 | 8,16% | 0,28 CHF | 0,29 CHF | 195 000 | 195 000 | 86 993 | 86 993 | 24 192 CHF | 25 767 CHF | 99,89% | 99,89% |
19/11/2024 | 10,65% | 0,26 CHF | 0,27 CHF | 195 000 | 195 000 | 80 354 | 80 354 | 18 888 CHF | 20 332 CHF | 100,00% | 100,00% |
18/11/2024 | 11,12% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 89 570 | 89 570 | 15 883 CHF | 17 392 CHF | 99,89% | 99,89% |
15/11/2024 | 12,87% | 0,16 CHF | 0,17 CHF | 205 000 | 205 000 | 91 450 | 91 450 | 14 107 CHF | 15 631 CHF | 99,89% | 99,89% |
14/11/2024 | 11,43% | 0,18 CHF | 0,19 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 12 925 CHF | 13 984 CHF | 100,00% | 100,00% |
13/11/2024 | 8,42% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 87 919 | 87 919 | 22 149 CHF | 23 733 CHF | 99,76% | 99,76% |
12/11/2024 | 6,98% | 0,26 CHF | 0,27 CHF | 195 000 | 195 000 | 86 076 | 86 076 | 26 571 CHF | 28 122 CHF | 99,87% | 99,87% |
11/11/2024 | 5,83% | 0,35 CHF | 0,36 CHF | 190 000 | 190 000 | 83 941 | 83 941 | 31 558 CHF | 33 071 CHF | 99,59% | 99,59% |
08/11/2024 | 6,09% | 0,37 CHF | 0,38 CHF | 190 000 | 190 000 | 85 311 | 85 311 | 31 276 CHF | 32 817 CHF | 99,23% | 99,23% |
07/11/2024 | 6,90% | 0,36 CHF | 0,37 CHF | 190 000 | 190 000 | 85 393 | 85 393 | 29 126 CHF | 30 674 CHF | 100,00% | 100,00% |