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 | 16,45% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 499 927 | 100 000 | 29 514 CHF | 6 934 CHF | 95,85% | 95,85% |
19/11/2024 | 15,86% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 498 256 | 100 000 | 29 320 CHF | 6 892 CHF | 99,33% | 99,33% |
18/11/2024 | 14,16% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 498 013 | 88 969 | 35 437 CHF | 7 246 CHF | 99,97% | 99,97% |
15/11/2024 | 9,83% | 0,09 CHF | 0,10 CHF | 440 374 | 100 000 | 426 593 | 100 000 | 41 353 CHF | 10 709 CHF | 100,00% | 100,00% |
14/11/2024 | 9,56% | 0,12 CHF | 0,13 CHF | 425 374 | 100 000 | 431 249 | 100 000 | 43 095 CHF | 10 999 CHF | 85,13% | 85,13% |
13/11/2024 | 9,03% | 0,10 CHF | 0,11 CHF | 443 200 | 100 000 | 409 330 | 99 143 | 43 478 CHF | 11 550 CHF | 98,93% | 98,93% |
12/11/2024 | 6,47% | 0,12 CHF | 0,13 CHF | 374 014 | 100 000 | 325 049 | 100 000 | 48 740 CHF | 16 072 CHF | 49,83% | 49,83% |
11/11/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 262 067 | 100 000 | 50 747 CHF | 20 392 CHF | 80,03% | 80,03% |
08/11/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 333 163 | 100 000 | 306 122 | 100 000 | 50 140 CHF | 17 566 CHF | 33,12% | 33,12% |
07/11/2024 | 5,02% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 257 340 | 99 403 | 50 595 CHF | 20 690 CHF | 90,35% | 90,35% |