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 | 22,90% | 0,11 CHF | 0,18 CHF | 460 000 | 25 000 | 358 532 | 25 000 | 50 634 CHF | 4 453 CHF | 14,13% | 100,00% |
19/11/2024 | 13,10% | 0,13 CHF | 0,15 CHF | 390 000 | 25 000 | 385 751 | 25 000 | 50 602 CHF | 3 761 CHF | 99,99% | 99,99% |
18/11/2024 | 11,96% | 0,19 CHF | 0,20 CHF | 270 000 | 25 000 | 297 154 | 23 897 | 50 897 CHF | 4 618 CHF | 100,00% | 100,00% |
15/11/2024 | 8,69% | 0,18 CHF | 0,19 CHF | 280 000 | 25 000 | 251 718 | 24 970 | 50 365 CHF | 5 474 CHF | 100,00% | 100,00% |
14/11/2024 | 10,27% | 0,21 CHF | 0,23 CHF | 240 000 | 25 000 | 300 400 | 25 000 | 50 702 CHF | 4 825 CHF | 94,67% | 94,67% |
13/11/2024 | 14,71% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 439 917 | 49 418 | 50 542 CHF | 6 596 CHF | 99,25% | 99,25% |
12/11/2024 | 13,66% | 0,10 CHF | 0,12 CHF | 500 000 | 25 000 | 406 862 | 25 000 | 50 518 CHF | 3 590 CHF | 98,32% | 98,32% |
11/11/2024 | 8,56% | 0,20 CHF | 0,21 CHF | 250 000 | 25 000 | 244 616 | 25 000 | 50 486 CHF | 5 645 CHF | 100,00% | 100,00% |
08/11/2024 | 9,16% | 0,19 CHF | 0,21 CHF | 270 000 | 25 000 | 174 879 | 21 786 | 38 402 CHF | 5 422 CHF | 97,48% | 97,48% |
07/11/2024 | 3,16% | 0,64 CHF | 0,66 CHF | 80 000 | 25 000 | 83 904 | 24 731 | 53 429 CHF | 16 425 CHF | 95,56% | 95,56% |