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 | 38,51% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 19 924 CHF | 1 473 CHF | 96,48% | 96,48% |
19/11/2024 | 14,70% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 468 472 | 25 000 | 29 923 CHF | 1 854 CHF | 100,00% | 100,00% |
18/11/2024 | 21,55% | 0,08 CHF | 0,09 CHF | 393 709 | 25 000 | 486 368 | 21 692 | 24 906 CHF | 1 372 CHF | 100,00% | 100,00% |
15/11/2024 | 22,94% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 322 325 | 20 444 | 16 425 CHF | 1 295 CHF | 100,00% | 100,00% |
14/11/2024 | 13,63% | 0,08 CHF | 0,09 CHF | 449 500 | 25 000 | 481 141 | 25 000 | 33 105 CHF | 1 976 CHF | 99,44% | 99,44% |
13/11/2024 | 16,82% | 0,11 CHF | 0,12 CHF | 345 192 | 25 000 | 471 766 | 25 000 | 27 409 CHF | 1 738 CHF | 54,88% | 54,88% |
12/11/2024 | 3,69% | 0,14 CHF | 0,16 CHF | 12 500 | 12 500 | 168 742 | 24 522 | 49 543 CHF | 7 411 CHF | 98,63% | 98,63% |
11/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 139 871 | 25 000 | 51 421 CHF | 9 447 CHF | 93,97% | 93,97% |
08/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 173 627 | 25 000 | 51 707 CHF | 7 704 CHF | 96,20% | 96,20% |
07/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 170 000 | 25 000 | 159 936 | 24 221 | 52 002 CHF | 8 145 CHF | 99,06% | 99,06% |