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 | 36,10% | 0,04 CHF | 0,06 CHF | 342 056 | 50 000 | 289 441 | 50 000 | 12 867 CHF | 3 222 CHF | 100,00% | 100,00% |
19/11/2024 | 15,77% | 0,06 CHF | 0,07 CHF | 280 510 | 50 000 | 273 824 | 50 000 | 16 084 CHF | 3 445 CHF | 99,99% | 99,99% |
18/11/2024 | 21,05% | 0,06 CHF | 0,07 CHF | 269 723 | 50 000 | 290 646 | 44 487 | 14 638 CHF | 2 760 CHF | 100,00% | 100,00% |
15/11/2024 | 21,80% | 0,05 CHF | 0,06 CHF | 318 944 | 50 000 | 332 195 | 50 000 | 13 684 CHF | 2 566 CHF | 97,60% | 97,60% |
14/11/2024 | 19,04% | 0,05 CHF | 0,06 CHF | 317 780 | 50 000 | 326 207 | 50 000 | 15 568 CHF | 2 899 CHF | 96,15% | 96,15% |
13/11/2024 | 34,78% | 0,02 CHF | 0,03 CHF | 464 098 | 50 000 | 472 567 | 49 711 | 11 888 CHF | 1 753 CHF | 99,36% | 99,36% |
12/11/2024 | 27,75% | 0,03 CHF | 0,04 CHF | 386 355 | 50 000 | 419 504 | 50 000 | 13 105 CHF | 2 068 CHF | 98,02% | 98,02% |
11/11/2024 | 12,39% | 0,05 CHF | 0,06 CHF | 283 639 | 50 000 | 232 062 | 50 000 | 18 079 CHF | 4 520 CHF | 99,48% | 99,48% |
08/11/2024 | 8,57% | 0,11 CHF | 0,12 CHF | 205 702 | 50 000 | 195 859 | 50 000 | 21 971 CHF | 6 134 CHF | 96,57% | 96,57% |
07/11/2024 | 8,25% | 0,12 CHF | 0,13 CHF | 196 080 | 50 000 | 198 254 | 48 669 | 24 457 CHF | 6 545 CHF | 96,52% | 96,52% |