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 | 22,05% | 0,08 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 41 319 CHF | 7 729 CHF | 100,00% | 100,00% |
19/11/2024 | 13,61% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 749 CHF | 5 968 CHF | 97,59% | 97,59% |
18/11/2024 | 15,44% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 405 804 | 63 965 | 27 990 CHF | 5 180 CHF | 99,94% | 99,94% |
15/11/2024 | 6,58% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 306 568 | 49 967 | 50 484 CHF | 9 199 CHF | 78,04% | 78,04% |
14/11/2024 | 3,51% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 164 657 | 50 000 | 51 736 CHF | 16 307 CHF | 99,44% | 99,44% |
13/11/2024 | 3,93% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 176 924 | 49 818 | 51 149 CHF | 15 026 CHF | 98,87% | 98,87% |
12/11/2024 | 3,30% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 158 205 | 50 000 | 51 949 CHF | 17 083 CHF | 87,66% | 87,66% |
11/11/2024 | 3,51% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 166 436 | 50 000 | 51 846 CHF | 16 159 CHF | 98,45% | 98,45% |
08/11/2024 | 4,28% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 196 385 | 50 000 | 50 813 CHF | 13 551 CHF | 99,99% | 99,99% |
07/11/2024 | 4,59% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 199 362 | 72 384 | 48 997 CHF | 18 785 CHF | 98,36% | 98,36% |