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 | 15,36% | 0,20 CHF | 0,23 CHF | 253 103 | 25 000 | 257 439 | 25 000 | 46 649 CHF | 5 362 CHF | 25,61% | 25,61% |
19/11/2024 | 6,45% | 0,17 CHF | 0,18 CHF | 306 614 | 25 000 | 176 194 | 23 218 | 44 092 CHF | 6 705 CHF | 79,39% | 79,39% |
18/11/2024 | 4,62% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 122 003 | 23 895 | 51 521 CHF | 10 575 CHF | 99,79% | 99,79% |
15/11/2024 | 3,59% | 0,42 CHF | 0,44 CHF | 120 000 | 25 000 | 120 649 | 25 000 | 51 907 CHF | 11 154 CHF | 100,00% | 100,00% |
14/11/2024 | 3,17% | 0,49 CHF | 0,50 CHF | 110 000 | 25 000 | 110 090 | 25 000 | 52 155 CHF | 12 226 CHF | 99,44% | 99,44% |
13/11/2024 | 3,77% | 0,47 CHF | 0,49 CHF | 110 000 | 25 000 | 119 017 | 24 964 | 52 110 CHF | 11 392 CHF | 97,95% | 97,95% |
12/11/2024 | 2,86% | 0,53 CHF | 0,55 CHF | 100 000 | 25 000 | 91 530 | 25 000 | 51 600 CHF | 14 509 CHF | 100,00% | 100,00% |
11/11/2024 | 2,45% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 81 700 | 25 000 | 52 863 CHF | 16 595 CHF | 96,82% | 96,82% |
08/11/2024 | 2,76% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 90 509 | 25 000 | 51 784 CHF | 14 706 CHF | 99,79% | 99,79% |
07/11/2024 | 2,84% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 90 098 | 24 741 | 53 978 CHF | 15 256 CHF | 99,06% | 99,06% |