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 | 23,01% | 0,06 CHF | 0,08 CHF | 185 847 | 50 000 | 192 138 | 50 000 | 11 741 CHF | 3 855 CHF | 100,00% | 100,00% |
19/11/2024 | 18,76% | 0,05 CHF | 0,06 CHF | 240 787 | 50 000 | 243 993 | 50 000 | 11 852 CHF | 2 928 CHF | 96,07% | 96,07% |
18/11/2024 | 18,96% | 0,05 CHF | 0,06 CHF | 240 039 | 50 000 | 217 436 | 44 467 | 11 396 CHF | 2 795 CHF | 99,63% | 99,63% |
15/11/2024 | 14,38% | 0,06 CHF | 0,07 CHF | 208 529 | 50 000 | 209 983 | 50 000 | 13 622 CHF | 3 746 CHF | 74,69% | 74,69% |
14/11/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 179 772 | 50 000 | 178 117 | 50 000 | 14 403 CHF | 4 543 CHF | 99,44% | 99,44% |
13/11/2024 | 11,41% | 0,08 CHF | 0,09 CHF | 180 015 | 50 000 | 179 025 | 49 819 | 14 947 CHF | 4 660 CHF | 98,88% | 98,88% |
12/11/2024 | 9,56% | 0,09 CHF | 0,10 CHF | 168 306 | 50 000 | 162 135 | 50 000 | 16 160 CHF | 5 484 CHF | 100,00% | 100,00% |
11/11/2024 | 8,06% | 0,11 CHF | 0,12 CHF | 148 810 | 50 000 | 147 429 | 50 000 | 17 589 CHF | 6 468 CHF | 100,00% | 100,00% |
08/11/2024 | 7,55% | 0,12 CHF | 0,13 CHF | 143 354 | 50 000 | 139 920 | 50 000 | 17 846 CHF | 6 880 CHF | 88,69% | 88,69% |
07/11/2024 | 7,59% | 0,13 CHF | 0,14 CHF | 138 118 | 50 000 | 139 575 | 48 703 | 18 615 CHF | 6 999 CHF | 99,06% | 99,06% |