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 | 10,13% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 499 557 | 74 961 | 48 654 CHF | 8 078 CHF | 100,00% | 100,00% |
19/11/2024 | 11,45% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 42 226 CHF | 7 101 CHF | 97,59% | 97,59% |
18/11/2024 | 13,27% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 496 510 | 63 966 | 42 607 CHF | 6 105 CHF | 99,94% | 99,94% |
15/11/2024 | 7,67% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 351 257 | 50 000 | 50 819 CHF | 7 972 CHF | 78,43% | 78,43% |
14/11/2024 | 5,38% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 244 367 | 50 000 | 50 267 CHF | 10 863 CHF | 99,44% | 99,44% |
13/11/2024 | 5,68% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 261 583 | 49 818 | 50 652 CHF | 10 228 CHF | 98,88% | 98,88% |
12/11/2024 | 5,32% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 237 180 | 50 000 | 50 417 CHF | 11 234 CHF | 87,66% | 87,66% |
11/11/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 244 630 | 50 000 | 50 374 CHF | 10 825 CHF | 98,45% | 98,45% |
08/11/2024 | 5,88% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 269 625 | 50 000 | 50 749 CHF | 9 999 CHF | 100,00% | 100,00% |
07/11/2024 | 6,02% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 276 964 | 72 384 | 50 761 CHF | 14 199 CHF | 98,36% | 98,36% |