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 | 12,53% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 349 753 | 349 753 | 52 356 CHF | 59 352 CHF | 100,00% | 100,00% |
19/11/2024 | 12,63% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 353 914 | 353 914 | 52 503 CHF | 59 581 CHF | 99,90% | 99,90% |
18/11/2024 | 12,83% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 358 558 | 358 558 | 52 316 CHF | 59 488 CHF | 99,91% | 99,91% |
15/11/2024 | 12,99% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 365 461 | 365 461 | 52 638 CHF | 59 948 CHF | 100,00% | 100,00% |
14/11/2024 | 13,24% | 0,14 CHF | 0,16 CHF | 375 000 | 375 000 | 371 807 | 371 807 | 52 435 CHF | 59 871 CHF | 100,00% | 100,00% |
13/11/2024 | 12,50% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 59 500 CHF | 100,00% | 100,00% |
12/11/2024 | 12,50% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 59 500 CHF | 99,69% | 99,69% |
11/11/2024 | 12,50% | 0,15 CHF | 0,17 CHF | 350 000 | 350 000 | 350 572 | 350 572 | 52 586 CHF | 59 597 CHF | 99,85% | 99,85% |
08/11/2024 | 13,08% | 0,15 CHF | 0,17 CHF | 375 000 | 375 000 | 366 492 | 366 492 | 52 389 CHF | 59 719 CHF | 100,00% | 100,00% |
07/11/2024 | 12,59% | 0,15 CHF | 0,17 CHF | 325 000 | 325 000 | 352 224 | 352 224 | 52 431 CHF | 59 476 CHF | 99,87% | 99,87% |