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 | 34,66% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 850 CHF | 3 513 CHF | 92,81% | 92,81% |
19/11/2024 | 20,55% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 23 604 CHF | 2 895 CHF | 99,53% | 99,53% |
18/11/2024 | 21,23% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 28 362 CHF | 3 104 CHF | 100,00% | 100,00% |
15/11/2024 | 18,26% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 981 CHF | 3 112 CHF | 92,47% | 92,47% |
14/11/2024 | 16,42% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 29 836 CHF | 3 518 CHF | 98,20% | 98,20% |
13/11/2024 | 16,51% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 49 700 | 29 556 CHF | 3 460 CHF | 98,35% | 98,35% |
12/11/2024 | 13,01% | 0,07 CHF | 0,08 CHF | 494 375 | 50 000 | 463 167 | 50 000 | 37 183 CHF | 4 582 CHF | 97,69% | 97,69% |
11/11/2024 | 10,58% | 0,10 CHF | 0,11 CHF | 393 303 | 50 000 | 393 488 | 50 000 | 39 971 CHF | 5 648 CHF | 100,00% | 100,00% |
08/11/2024 | 13,56% | 0,08 CHF | 0,09 CHF | 456 034 | 50 000 | 471 860 | 50 000 | 36 463 CHF | 4 431 CHF | 96,30% | 96,30% |
07/11/2024 | 13,05% | 0,07 CHF | 0,08 CHF | 492 169 | 50 000 | 458 867 | 48 588 | 38 270 CHF | 4 618 CHF | 91,03% | 91,03% |