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 | 39,13% | 0,07 CHF | 0,11 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 40 752 CHF | 9 074 CHF | 100,00% | 100,00% |
19/11/2024 | 21,37% | 0,09 CHF | 0,11 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 41 701 CHF | 7 742 CHF | 100,00% | 100,00% |
18/11/2024 | 23,71% | 0,10 CHF | 0,12 CHF | 500 000 | 75 000 | 500 000 | 63 928 | 45 507 CHF | 7 298 CHF | 99,60% | 99,60% |
15/11/2024 | 15,46% | 0,11 CHF | 0,13 CHF | 460 000 | 75 000 | 420 098 | 75 000 | 50 573 CHF | 10 587 CHF | 99,99% | 99,99% |
14/11/2024 | 13,71% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 372 591 | 75 000 | 50 604 CHF | 11 746 CHF | 99,44% | 99,44% |
13/11/2024 | 15,23% | 0,13 CHF | 0,15 CHF | 390 000 | 75 000 | 411 381 | 74 373 | 50 529 CHF | 10 658 CHF | 98,88% | 98,88% |
12/11/2024 | 11,94% | 0,15 CHF | 0,17 CHF | 340 000 | 75 000 | 322 648 | 75 000 | 51 117 CHF | 13 410 CHF | 100,00% | 100,00% |
11/11/2024 | 9,79% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 260 141 | 75 000 | 50 731 CHF | 16 151 CHF | 100,00% | 100,00% |
08/11/2024 | 10,13% | 0,18 CHF | 0,20 CHF | 280 000 | 75 000 | 267 990 | 75 000 | 50 543 CHF | 15 689 CHF | 100,00% | 100,00% |
07/11/2024 | 9,97% | 0,18 CHF | 0,20 CHF | 280 000 | 75 000 | 247 614 | 72 402 | 50 470 CHF | 16 342 CHF | 99,06% | 99,06% |