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 | 7,92% | 0,10 CHF | 0,14 CHF | 500 000 | 100 000 | 415 939 | 100 000 | 50 441 CHF | 13 135 CHF | 14,13% | 99,38% |
19/11/2024 | 8,66% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 456 746 | 100 000 | 50 468 CHF | 12 108 CHF | 100,00% | 100,00% |
18/11/2024 | - | 0,13 CHF | 0,17 CHF | 390 000 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
15/11/2024 | 6,40% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 337 351 | 100 000 | 50 996 CHF | 16 133 CHF | 99,99% | 99,99% |
14/11/2024 | 7,71% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 405 445 | 100 000 | 50 536 CHF | 13 568 CHF | 99,52% | 99,52% |
13/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 382 756 | 99 703 | 50 570 CHF | 14 221 CHF | 99,32% | 99,32% |
12/11/2024 | 6,28% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 330 632 | 100 000 | 51 034 CHF | 16 468 CHF | 100,00% | 100,00% |
11/11/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 222 973 | 100 000 | 50 595 CHF | 23 703 CHF | 100,00% | 100,00% |
08/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 230 378 | 100 000 | 50 547 CHF | 22 962 CHF | 100,00% | 100,00% |
07/11/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 194 053 | 98 703 | 50 996 CHF | 27 055 CHF | 99,13% | 99,13% |