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 | 16,78% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 27 509 CHF | 6 502 CHF | 95,85% | 95,85% |
19/11/2024 | 17,73% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 813 CHF | 6 163 CHF | 99,33% | 99,33% |
18/11/2024 | 16,99% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 88 969 | 29 355 CHF | 6 178 CHF | 99,97% | 99,97% |
15/11/2024 | 14,23% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 32 822 CHF | 7 564 CHF | 100,00% | 100,00% |
14/11/2024 | 14,09% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 33 150 CHF | 7 630 CHF | 99,09% | 99,09% |
13/11/2024 | 13,72% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 99 143 | 34 067 CHF | 7 745 CHF | 98,94% | 98,94% |
12/11/2024 | 10,77% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 44 023 CHF | 9 805 CHF | 96,49% | 96,49% |
11/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 49 882 CHF | 10 976 CHF | 98,15% | 98,15% |
08/11/2024 | 11,38% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 41 689 CHF | 9 338 CHF | 98,85% | 98,85% |
07/11/2024 | 9,36% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 486 321 | 97 611 | 49 735 CHF | 11 010 CHF | 95,95% | 95,95% |