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 | 12,47% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 9 404 CHF | 10 654 CHF | 100,00% | 100,00% |
19/11/2024 | 13,22% | 0,07 CHF | 0,08 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 8 836 CHF | 10 086 CHF | 100,00% | 100,00% |
18/11/2024 | 12,81% | 0,07 CHF | 0,08 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 9 136 CHF | 10 386 CHF | 100,00% | 100,00% |
15/11/2024 | 11,16% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 10 588 CHF | 11 838 CHF | 100,00% | 100,00% |
14/11/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 8 457 CHF | 9 457 CHF | 100,00% | 100,00% |
13/11/2024 | 9,78% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 9 745 CHF | 10 745 CHF | 100,00% | 100,00% |
12/11/2024 | 8,97% | 0,10 CHF | 0,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 10 673 CHF | 11 673 CHF | 100,00% | 100,00% |
11/11/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 11 935 CHF | 12 935 CHF | 100,00% | 100,00% |
08/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 10 254 CHF | 11 054 CHF | 100,00% | 100,00% |
07/11/2024 | 5,91% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 295 CHF | 8 795 CHF | 100,00% | 100,00% |