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 | 13,43% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 775 CHF | 5 966 CHF | 98,82% | 98,82% |
19/11/2024 | 14,04% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 33 272 CHF | 5 741 CHF | 99,94% | 99,94% |
18/11/2024 | 18,10% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 69 764 | 30 533 CHF | 5 084 CHF | 98,08% | 98,08% |
15/11/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 439 CHF | 5 166 CHF | 100,00% | 100,00% |
14/11/2024 | 18,46% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 24 654 CHF | 4 448 CHF | 99,57% | 99,57% |
13/11/2024 | 21,88% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 74 442 | 20 910 CHF | 3 870 CHF | 99,32% | 99,32% |
12/11/2024 | 21,05% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 21 451 CHF | 3 968 CHF | 99,36% | 99,36% |
11/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 000 CHF | 4 500 CHF | 95,09% | 95,09% |
08/11/2024 | 21,73% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 609 CHF | 3 841 CHF | 99,79% | 99,79% |
07/11/2024 | 18,54% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 692 | 25 771 CHF | 4 563 CHF | 96,70% | 96,70% |