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 | 8,86% | 0,12 CHF | 0,13 CHF | 199 459 | 100 000 | 197 869 | 100 000 | 21 460 CHF | 11 843 CHF | 100,00% | 100,00% |
19/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 197 812 | 100 000 | 199 247 | 100 000 | 25 614 CHF | 13 852 CHF | 100,00% | 100,00% |
18/11/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 200 554 | 100 000 | 201 511 | 100 000 | 29 214 CHF | 15 497 CHF | 100,00% | 100,00% |
15/11/2024 | 7,28% | 0,14 CHF | 0,15 CHF | 201 795 | 100 000 | 200 672 | 100 000 | 26 611 CHF | 14 260 CHF | 100,00% | 100,00% |
14/11/2024 | 6,36% | 0,14 CHF | 0,15 CHF | 200 780 | 100 000 | 202 834 | 100 000 | 31 118 CHF | 16 334 CHF | 99,22% | 99,22% |
13/11/2024 | 5,36% | 0,18 CHF | 0,19 CHF | 203 760 | 100 000 | 204 212 | 99 160 | 37 508 CHF | 19 206 CHF | 99,36% | 99,36% |