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 | 34,13% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 30 432 | 33 645 CHF | 2 822 CHF | 99,67% | 99,67% |
19/11/2024 | 35,20% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 30 432 | 32 636 CHF | 2 799 CHF | 99,68% | 99,68% |
18/11/2024 | 39,95% | 0,08 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 30 443 | 28 861 CHF | 2 664 CHF | 99,48% | 99,48% |
15/11/2024 | 37,51% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 30 432 | 30 017 CHF | 2 633 CHF | 99,67% | 99,67% |
14/11/2024 | 27,06% | 0,08 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 30 426 | 44 316 CHF | 3 485 CHF | 99,64% | 99,64% |
13/11/2024 | 22,28% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 448 976 | 30 387 | 50 157 CHF | 4 199 CHF | 97,52% | 97,52% |
12/11/2024 | 17,48% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 350 167 | 30 453 | 50 736 CHF | 5 224 CHF | 99,29% | 99,29% |
11/11/2024 | 16,03% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 320 465 | 30 432 | 50 969 CHF | 5 649 CHF | 99,67% | 99,67% |
08/11/2024 | 13,37% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 261 702 | 30 432 | 50 713 CHF | 6 719 CHF | 99,67% | 99,67% |
07/11/2024 | 15,61% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 309 127 | 30 432 | 51 097 CHF | 5 972 CHF | 99,67% | 99,67% |