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 | 22,49% | 0,07 CHF | 0,09 CHF | 460 647 | 25 000 | 424 797 | 25 000 | 34 106 CHF | 2 524 CHF | 100,00% | 100,00% |
19/11/2024 | 25,12% | 0,08 CHF | 0,10 CHF | 460 396 | 25 000 | 439 190 | 25 000 | 34 579 CHF | 2 537 CHF | 100,00% | 100,00% |
18/11/2024 | 27,38% | 0,09 CHF | 0,11 CHF | 430 997 | 25 000 | 449 242 | 23 897 | 35 703 CHF | 2 491 CHF | 100,00% | 100,00% |
15/11/2024 | 19,47% | 0,09 CHF | 0,11 CHF | 394 537 | 25 000 | 387 478 | 25 000 | 36 179 CHF | 2 841 CHF | 99,99% | 99,99% |
14/11/2024 | 19,04% | 0,09 CHF | 0,11 CHF | 396 041 | 25 000 | 373 080 | 25 000 | 36 653 CHF | 2 976 CHF | 99,52% | 99,52% |
13/11/2024 | 16,89% | 0,11 CHF | 0,13 CHF | 365 935 | 25 000 | 335 265 | 24 941 | 39 226 CHF | 3 464 CHF | 99,32% | 99,32% |
12/11/2024 | 14,38% | 0,12 CHF | 0,14 CHF | 322 344 | 25 000 | 288 378 | 25 000 | 40 494 CHF | 4 073 CHF | 100,00% | 100,00% |
11/11/2024 | 13,66% | 0,17 CHF | 0,19 CHF | 252 016 | 25 000 | 262 676 | 25 000 | 42 655 CHF | 4 656 CHF | 100,00% | 100,00% |
08/11/2024 | 12,60% | 0,16 CHF | 0,18 CHF | 271 568 | 25 000 | 268 181 | 25 000 | 42 168 CHF | 4 461 CHF | 100,00% | 100,00% |
07/11/2024 | 13,70% | 0,17 CHF | 0,19 CHF | 259 463 | 25 000 | 252 787 | 24 769 | 43 098 CHF | 4 843 CHF | 98,53% | 98,53% |