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 | 14,22% | 0,05 CHF | 0,06 CHF | 201 617 | 50 000 | 200 158 | 50 000 | 13 469 CHF | 3 867 CHF | 100,00% | 100,00% |
19/11/2024 | 15,95% | 0,07 CHF | 0,08 CHF | 199 773 | 50 000 | 200 570 | 50 000 | 11 928 CHF | 3 477 CHF | 100,00% | 100,00% |
18/11/2024 | 9,25% | 0,09 CHF | 0,10 CHF | 198 119 | 50 000 | 197 332 | 50 000 | 20 513 CHF | 5 700 CHF | 100,00% | 100,00% |
15/11/2024 | 6,69% | 0,14 CHF | 0,15 CHF | 194 697 | 50 000 | 194 425 | 50 000 | 28 186 CHF | 7 750 CHF | 100,00% | 100,00% |
14/11/2024 | 9,40% | 0,15 CHF | 0,16 CHF | 194 264 | 50 000 | 197 902 | 50 000 | 21 285 CHF | 5 893 CHF | 99,44% | 99,44% |
13/11/2024 | 10,60% | 0,08 CHF | 0,09 CHF | 199 458 | 50 000 | 197 965 | 49 518 | 17 917 CHF | 4 980 CHF | 98,88% | 98,88% |
12/11/2024 | 8,42% | 0,09 CHF | 0,10 CHF | 197 625 | 50 000 | 195 825 | 50 000 | 22 382 CHF | 6 216 CHF | 100,00% | 100,00% |
11/11/2024 | 4,84% | 0,17 CHF | 0,18 CHF | 190 415 | 50 000 | 187 719 | 50 000 | 37 994 CHF | 10 624 CHF | 100,00% | 100,00% |
08/11/2024 | 4,66% | 0,19 CHF | 0,20 CHF | 187 467 | 25 000 | 185 633 | 25 000 | 39 175 CHF | 5 529 CHF | 100,00% | 100,00% |
07/11/2024 | 3,01% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 156 904 | 24 740 | 52 089 CHF | 8 475 CHF | 99,06% | 99,06% |