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 | 15,72% | 0,13 CHF | 0,20 CHF | 125 420 | 50 000 | 103 200 | 50 000 | 17 655 CHF | 10 042 CHF | 13,09% | 98,96% |
19/11/2024 | 8,62% | 0,16 CHF | 0,17 CHF | 113 694 | 50 000 | 118 389 | 50 000 | 17 939 CHF | 8 301 CHF | 100,00% | 100,00% |
18/11/2024 | 10,39% | 0,18 CHF | 0,20 CHF | 106 740 | 50 000 | 99 331 | 43 730 | 17 127 CHF | 8 314 CHF | 98,53% | 98,53% |
15/11/2024 | 4,60% | 0,23 CHF | 0,24 CHF | 93 819 | 50 000 | 84 260 | 50 000 | 23 252 CHF | 14 473 CHF | 67,79% | 67,79% |
14/11/2024 | 4,16% | 0,36 CHF | 0,37 CHF | 73 339 | 50 000 | 77 376 | 50 000 | 24 984 CHF | 16 841 CHF | 99,27% | 99,27% |
13/11/2024 | 4,59% | 0,28 CHF | 0,30 CHF | 85 218 | 50 000 | 80 841 | 49 376 | 24 393 CHF | 15 608 CHF | 99,40% | 99,40% |
12/11/2024 | 3,47% | 0,34 CHF | 0,35 CHF | 75 058 | 50 000 | 72 667 | 50 000 | 26 565 CHF | 18 933 CHF | 100,00% | 100,00% |
11/11/2024 | 3,26% | 0,43 CHF | 0,44 CHF | 66 539 | 50 000 | 64 864 | 50 000 | 29 220 CHF | 23 288 CHF | 100,00% | 100,00% |
08/11/2024 | 4,00% | 0,44 CHF | 0,45 CHF | 66 581 | 25 000 | 63 063 | 25 000 | 30 478 CHF | 12 630 CHF | 100,00% | 100,00% |
07/11/2024 | 4,67% | 0,54 CHF | 0,56 CHF | 59 836 | 50 000 | 60 355 | 48 495 | 31 786 CHF | 26 951 CHF | 99,05% | 99,05% |