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 | 13,73% | 0,06 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 044 CHF | 5 857 CHF | 14,13% | 100,00% |
19/11/2024 | 15,33% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 30 141 CHF | 5 271 CHF | 99,99% | 99,99% |
18/11/2024 | 15,91% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 63 972 | 33 326 CHF | 4 969 CHF | 100,00% | 100,00% |
15/11/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 498 872 | 74 909 | 34 885 CHF | 5 987 CHF | 100,00% | 100,00% |
14/11/2024 | 14,11% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 33 097 CHF | 5 715 CHF | 94,67% | 94,67% |
13/11/2024 | 15,48% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 74 473 | 29 973 CHF | 5 213 CHF | 99,25% | 99,25% |
12/11/2024 | 15,75% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 341 CHF | 5 151 CHF | 98,32% | 98,32% |
11/11/2024 | 14,30% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 32 643 CHF | 5 646 CHF | 100,00% | 100,00% |
08/11/2024 | 17,18% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 381 291 | 64 968 | 26 339 CHF | 5 168 CHF | 97,48% | 97,48% |
07/11/2024 | 10,21% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 495 395 | 72 309 | 48 762 CHF | 7 904 CHF | 95,57% | 95,57% |