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 | 14,70% | 0,16 CHF | 0,18 CHF | 93 456 | 25 000 | 94 260 | 25 000 | 17 127 CHF | 5 259 CHF | 100,00% | 100,00% |
19/11/2024 | 11,82% | 0,21 CHF | 0,24 CHF | 94 869 | 25 000 | 95 159 | 25 000 | 20 632 CHF | 6 099 CHF | 100,00% | 100,00% |
18/11/2024 | 12,22% | 0,21 CHF | 0,23 CHF | 95 140 | 25 000 | 95 410 | 25 000 | 20 063 CHF | 5 941 CHF | 99,63% | 99,63% |
15/11/2024 | 13,88% | 0,20 CHF | 0,23 CHF | 95 313 | 25 000 | 95 294 | 25 000 | 19 180 CHF | 5 782 CHF | 100,00% | 100,00% |
14/11/2024 | 11,04% | 0,19 CHF | 0,22 CHF | 94 824 | 25 000 | 95 274 | 25 000 | 19 357 CHF | 5 673 CHF | 99,44% | 99,44% |
13/11/2024 | 12,35% | 0,20 CHF | 0,23 CHF | 94 756 | 25 000 | 94 735 | 24 964 | 19 510 CHF | 5 812 CHF | 98,88% | 98,88% |
12/11/2024 | 12,02% | 0,22 CHF | 0,25 CHF | 95 233 | 25 000 | 94 645 | 25 000 | 19 530 CHF | 5 816 CHF | 100,00% | 100,00% |
11/11/2024 | 13,79% | 0,17 CHF | 0,20 CHF | 93 368 | 25 000 | 93 343 | 25 000 | 16 390 CHF | 5 039 CHF | 100,00% | 100,00% |
08/11/2024 | 14,03% | 0,19 CHF | 0,21 CHF | 93 154 | 25 000 | 92 864 | 25 000 | 17 018 CHF | 5 272 CHF | 100,00% | 100,00% |
07/11/2024 | 15,57% | 0,17 CHF | 0,20 CHF | 92 541 | 25 000 | 89 470 | 24 376 | 14 559 CHF | 4 603 CHF | 99,06% | 99,06% |