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 | 8,70% | 0,11 CHF | 0,12 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 99 000 CHF | 47 634 CHF | 100,00% | 100,00% |
19/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 90 000 CHF | 43 664 CHF | 100,00% | 100,00% |
18/11/2024 | 10,81% | 0,10 CHF | 0,11 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 79 187 CHF | 38 895 CHF | 100,00% | 100,00% |
15/11/2024 | 10,17% | 0,10 CHF | 0,11 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 84 165 CHF | 41 091 CHF | 100,00% | 100,00% |
14/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 89 744 CHF | 43 551 CHF | 100,00% | 100,00% |
13/11/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 84 578 CHF | 41 273 CHF | 100,00% | 100,00% |
12/11/2024 | 9,79% | 0,09 CHF | 0,10 CHF | 900 000 | 396 949 | 900 000 | 396 949 | 87 586 CHF | 42 600 CHF | 100,00% | 100,00% |
11/11/2024 | 9,12% | 0,09 CHF | 0,10 CHF | 800 000 | 396 949 | 800 000 | 396 949 | 84 168 CHF | 45 732 CHF | 100,00% | 100,00% |
08/11/2024 | 8,26% | 0,11 CHF | 0,12 CHF | 700 000 | 396 949 | 700 000 | 396 949 | 81 351 CHF | 50 101 CHF | 100,00% | 100,00% |
07/11/2024 | 8,32% | 0,12 CHF | 0,13 CHF | 700 000 | 396 949 | 700 000 | 396 949 | 80 761 CHF | 49 767 CHF | 100,00% | 100,00% |