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 | 21,62% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 447 CHF | 5 149 CHF | 100,00% | 100,00% |
19/11/2024 | 21,75% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 351 CHF | 5 117 CHF | 100,00% | 100,00% |
18/11/2024 | 22,14% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 283 458 | 94 486 | 13 810 CHF | 5 696 CHF | 100,00% | 100,00% |
15/11/2024 | 17,24% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 16 097 CHF | 6 366 CHF | 100,00% | 100,00% |
14/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 18 000 CHF | 7 000 CHF | 99,24% | 99,24% |
13/11/2024 | 14,56% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 299 112 | 99 704 | 19 487 CHF | 7 507 CHF | 99,40% | 99,40% |
12/11/2024 | 14,23% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 19 685 CHF | 7 562 CHF | 100,00% | 100,00% |
11/11/2024 | 11,91% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 23 721 CHF | 8 907 CHF | 100,00% | 100,00% |
08/11/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 21 054 CHF | 8 018 CHF | 100,00% | 100,00% |
07/11/2024 | 13,26% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 296 091 | 98 697 | 22 037 CHF | 8 368 CHF | 98,74% | 98,74% |