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 | 13,66% | 0,20 CHF | 0,23 CHF | 106 782 | 50 000 | 100 363 | 50 000 | 22 773 CHF | 13 038 CHF | 100,00% | 100,00% |
19/11/2024 | 5,58% | 0,22 CHF | 0,23 CHF | 106 519 | 50 000 | 108 785 | 50 000 | 22 663 CHF | 11 027 CHF | 97,39% | 97,39% |
18/11/2024 | 8,17% | 0,24 CHF | 0,26 CHF | 101 577 | 50 000 | 102 105 | 43 384 | 23 669 CHF | 10 734 CHF | 100,00% | 100,00% |
15/11/2024 | 8,30% | 0,26 CHF | 0,28 CHF | 99 684 | 50 000 | 98 562 | 50 000 | 25 536 CHF | 14 088 CHF | 100,00% | 100,00% |
14/11/2024 | 7,52% | 0,26 CHF | 0,28 CHF | 98 629 | 50 000 | 97 120 | 50 000 | 26 804 CHF | 14 880 CHF | 99,27% | 99,27% |
13/11/2024 | 6,78% | 0,25 CHF | 0,28 CHF | 99 656 | 50 000 | 100 133 | 49 342 | 25 651 CHF | 13 570 CHF | 94,34% | 94,34% |
12/11/2024 | 6,74% | 0,28 CHF | 0,30 CHF | 95 817 | 50 000 | 92 066 | 50 000 | 28 471 CHF | 16 544 CHF | 100,00% | 100,00% |
11/11/2024 | 6,26% | 0,34 CHF | 0,37 CHF | 87 406 | 50 000 | 87 573 | 50 000 | 29 976 CHF | 18 223 CHF | 99,90% | 99,90% |
08/11/2024 | 7,58% | 0,29 CHF | 0,31 CHF | 93 834 | 50 000 | 95 226 | 50 000 | 26 647 CHF | 15 095 CHF | 84,16% | 84,16% |
07/11/2024 | 8,12% | 0,29 CHF | 0,31 CHF | 94 335 | 50 000 | 94 992 | 48 743 | 27 419 CHF | 15 290 CHF | 99,06% | 99,06% |