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 | 8,00% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 42 000 CHF | 45 500 CHF | 100,00% | 100,00% |
19/11/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 42 915 CHF | 46 415 CHF | 100,00% | 100,00% |
18/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 42 000 CHF | 45 500 CHF | 100,00% | 100,00% |
15/11/2024 | 8,10% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 47 447 CHF | 51 447 CHF | 100,00% | 100,00% |
14/11/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 42 416 CHF | 45 916 CHF | 100,00% | 100,00% |
13/11/2024 | 7,71% | 0,13 CHF | 0,14 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 43 731 CHF | 47 231 CHF | 100,00% | 100,00% |
12/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 48 000 CHF | 52 000 CHF | 100,00% | 100,00% |
11/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 44 000 CHF | 48 000 CHF | 100,00% | 100,00% |
08/11/2024 | 8,57% | 0,11 CHF | 0,12 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 44 721 CHF | 48 721 CHF | 100,00% | 100,00% |
07/11/2024 | 8,49% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 45 194 CHF | 49 194 CHF | 100,00% | 100,00% |