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 | 26,77% | 0,03 CHF | 0,04 CHF | 770 000 | 770 000 | 344 306 | 344 306 | 11 473 CHF | 14 931 CHF | 99,90% | 99,90% |
19/11/2024 | 25,64% | 0,03 CHF | 0,04 CHF | 780 000 | 780 000 | 344 639 | 344 639 | 12 122 CHF | 15 584 CHF | 100,00% | 100,00% |
18/11/2024 | 18,31% | 0,04 CHF | 0,05 CHF | 770 000 | 770 000 | 338 363 | 338 363 | 16 467 CHF | 19 865 CHF | 99,90% | 99,90% |
15/11/2024 | 13,46% | 0,05 CHF | 0,06 CHF | 770 000 | 770 000 | 290 433 | 290 433 | 18 080 CHF | 21 001 CHF | 98,15% | 98,15% |
14/11/2024 | 11,44% | 0,08 CHF | 0,09 CHF | 740 000 | 740 000 | 327 536 | 327 536 | 27 806 CHF | 31 096 CHF | 100,00% | 100,00% |
13/11/2024 | 9,72% | 0,09 CHF | 0,10 CHF | 740 000 | 740 000 | 325 213 | 325 213 | 31 788 CHF | 35 055 CHF | 100,00% | 100,00% |
12/11/2024 | 9,47% | 0,09 CHF | 0,10 CHF | 660 000 | 660 000 | 294 461 | 294 461 | 29 953 CHF | 32 911 CHF | 100,00% | 100,00% |
11/11/2024 | 8,64% | 0,13 CHF | 0,14 CHF | 690 000 | 690 000 | 289 155 | 289 155 | 40 740 CHF | 43 894 CHF | 99,90% | 99,90% |
08/11/2024 | 6,92% | 0,12 CHF | 0,13 CHF | 530 000 | 530 000 | 227 386 | 227 386 | 32 565 CHF | 34 891 CHF | 98,90% | 98,90% |
07/11/2024 | 5,41% | 0,20 CHF | 0,21 CHF | 570 000 | 570 000 | 255 514 | 255 514 | 48 780 CHF | 51 347 CHF | 100,00% | 100,00% |