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 | 16,30% | 0,12 CHF | 0,14 CHF | 420 000 | 75 000 | 427 868 | 75 000 | 50 509 CHF | 10 461 CHF | 100,00% | 100,00% |
19/11/2024 | 9,80% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 490 445 | 75 000 | 48 767 CHF | 8 244 CHF | 97,59% | 97,59% |
18/11/2024 | 11,12% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 472 181 | 63 966 | 48 347 CHF | 7 116 CHF | 99,94% | 99,94% |
15/11/2024 | 4,85% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 234 585 | 50 000 | 50 940 CHF | 11 873 CHF | 78,31% | 78,31% |
14/11/2024 | 2,78% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 131 500 | 50 000 | 52 071 CHF | 20 398 CHF | 99,44% | 99,44% |
13/11/2024 | 2,97% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 141 814 | 49 818 | 51 907 CHF | 18 835 CHF | 98,88% | 98,88% |
12/11/2024 | 2,58% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 126 731 | 50 000 | 52 071 CHF | 21 198 CHF | 87,66% | 87,66% |
11/11/2024 | 2,79% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 132 539 | 50 000 | 51 897 CHF | 20 158 CHF | 98,45% | 98,45% |
08/11/2024 | 3,31% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 157 671 | 50 000 | 51 802 CHF | 17 042 CHF | 100,00% | 100,00% |
07/11/2024 | 3,62% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 166 136 | 72 384 | 51 486 CHF | 23 668 CHF | 98,36% | 98,36% |