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 | 19,92% | 0,13 CHF | 0,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 7 059 CHF | 8 619 CHF | 100,00% | 100,00% |
19/11/2024 | 14,27% | 0,18 CHF | 0,20 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 10 260 CHF | 11 820 CHF | 100,00% | 100,00% |
18/11/2024 | 15,59% | 0,14 CHF | 0,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 9 236 CHF | 10 796 CHF | 98,97% | 98,97% |
15/11/2024 | 20,65% | 0,13 CHF | 0,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 784 CHF | 8 344 CHF | 100,00% | 100,00% |
14/11/2024 | 19,80% | 0,10 CHF | 0,13 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 7 170 CHF | 8 730 CHF | 100,00% | 100,00% |
13/11/2024 | 17,86% | 0,14 CHF | 0,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 7 964 CHF | 9 524 CHF | 99,88% | 99,88% |
12/11/2024 | 25,19% | 0,10 CHF | 0,12 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 5 417 CHF | 6 977 CHF | 100,00% | 100,00% |
11/11/2024 | 23,49% | 0,08 CHF | 0,11 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 5 991 CHF | 7 551 CHF | 100,00% | 100,00% |
08/11/2024 | 17,92% | 0,13 CHF | 0,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 7 939 CHF | 9 499 CHF | 100,00% | 100,00% |
07/11/2024 | 15,42% | 0,16 CHF | 0,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 9 337 CHF | 10 897 CHF | 99,67% | 99,67% |