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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 44,16% | 0,05 CHF | 0,07 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 18 445 CHF | 11 378 CHF | 98,28% | 98,28% |
20/11/2024 | 50,63% | 0,02 CHF | 0,04 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 15 291 CHF | 10 116 CHF | 91,86% | 91,86% |
19/11/2024 | 28,98% | 0,03 CHF | 0,04 CHF | 500 000 | 250 000 | 500 000 | 250 000 | 15 248 CHF | 10 124 CHF | 96,92% | 96,92% |
18/11/2024 | 25,11% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 500 000 | 241 619 | 23 135 CHF | 14 319 CHF | 93,03% | 93,03% |
15/11/2024 | 14,68% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 500 000 | 250 000 | 31 927 CHF | 18 463 CHF | 98,97% | 98,97% |
14/11/2024 | 11,41% | 0,10 CHF | 0,11 CHF | 500 000 | 250 000 | 499 483 | 250 000 | 42 214 CHF | 23 635 CHF | 98,36% | 98,36% |
13/11/2024 | 15,89% | 0,08 CHF | 0,09 CHF | 500 000 | 250 000 | 477 587 | 250 000 | 33 094 CHF | 20 162 CHF | 97,17% | 97,17% |
12/11/2024 | 9,08% | 0,08 CHF | 0,09 CHF | 500 000 | 250 000 | 468 148 | 250 000 | 49 417 CHF | 29 020 CHF | 98,69% | 98,69% |
11/11/2024 | 5,92% | 0,16 CHF | 0,17 CHF | 320 000 | 250 000 | 311 777 | 250 000 | 51 112 CHF | 43 528 CHF | 99,27% | 99,27% |
08/11/2024 | 7,33% | 0,12 CHF | 0,13 CHF | 420 000 | 250 000 | 385 439 | 250 000 | 50 658 CHF | 35 626 CHF | 96,11% | 96,11% |