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 | 25,15% | 0,06 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 558 CHF | 6 673 CHF | 100,00% | 100,00% |
19/11/2024 | 27,55% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 30 970 CHF | 6 125 CHF | 100,00% | 100,00% |
18/11/2024 | 34,12% | 0,06 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 63 928 | 29 636 CHF | 5 254 CHF | 99,60% | 99,60% |
15/11/2024 | 26,62% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 33 263 CHF | 6 514 CHF | 100,00% | 100,00% |
14/11/2024 | 25,59% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 173 CHF | 6 626 CHF | 99,44% | 99,44% |
13/11/2024 | 27,24% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 74 373 | 32 309 CHF | 6 309 CHF | 98,88% | 98,88% |
12/11/2024 | 25,00% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 35 095 CHF | 6 768 CHF | 100,00% | 100,00% |
11/11/2024 | 22,22% | 0,08 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 40 000 CHF | 7 500 CHF | 100,00% | 100,00% |
08/11/2024 | 22,24% | 0,08 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 39 993 CHF | 7 500 CHF | 100,00% | 100,00% |
07/11/2024 | 23,67% | 0,08 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 72 402 | 41 498 CHF | 7 589 CHF | 99,06% | 99,06% |