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 | 8,79% | 0,10 CHF | 0,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 10 905 CHF | 11 905 CHF | 100,00% | 100,00% |
19/11/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 10 036 CHF | 11 036 CHF | 100,00% | 100,00% |
18/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 10 999 CHF | 11 999 CHF | 100,00% | 100,00% |
15/11/2024 | 8,89% | 0,10 CHF | 0,11 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 9 688 CHF | 10 588 CHF | 100,00% | 100,00% |
14/11/2024 | 8,39% | 0,11 CHF | 0,12 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 10 299 CHF | 11 199 CHF | 100,00% | 100,00% |
13/11/2024 | 8,51% | 0,11 CHF | 0,12 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 10 137 CHF | 11 037 CHF | 100,00% | 100,00% |
12/11/2024 | 7,56% | 0,12 CHF | 0,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 10 200 CHF | 11 000 CHF | 100,00% | 100,00% |
11/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 11 200 CHF | 12 000 CHF | 100,00% | 100,00% |
08/11/2024 | 7,71% | 0,13 CHF | 0,14 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 11 243 CHF | 12 143 CHF | 100,00% | 100,00% |
07/11/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 11 407 CHF | 12 307 CHF | 100,00% | 100,00% |