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 | 20,00% | 0,05 CHF | 0,07 CHF | 399 705 | 75 000 | 341 113 | 75 000 | 24 183 CHF | 6 550 CHF | 100,00% | 100,00% |
19/11/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 309 812 | 75 000 | 324 247 | 75 000 | 25 662 CHF | 6 717 CHF | 100,00% | 100,00% |
18/11/2024 | 12,29% | 0,10 CHF | 0,11 CHF | 294 518 | 75 000 | 314 192 | 63 971 | 27 955 CHF | 6 325 CHF | 99,98% | 99,98% |
15/11/2024 | 6,13% | 0,13 CHF | 0,14 CHF | 261 588 | 50 000 | 223 066 | 50 000 | 35 394 CHF | 8 469 CHF | 100,00% | 100,00% |
14/11/2024 | 4,78% | 0,21 CHF | 0,22 CHF | 191 972 | 75 000 | 194 944 | 75 000 | 39 845 CHF | 16 088 CHF | 99,52% | 99,52% |
13/11/2024 | 5,84% | 0,16 CHF | 0,17 CHF | 222 767 | 50 000 | 218 226 | 49 703 | 36 743 CHF | 8 886 CHF | 99,32% | 99,32% |
12/11/2024 | 4,50% | 0,20 CHF | 0,21 CHF | 200 945 | 50 000 | 189 472 | 50 000 | 41 230 CHF | 11 398 CHF | 100,00% | 100,00% |
11/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 178 398 | 50 000 | 177 038 | 50 000 | 43 884 CHF | 12 900 CHF | 100,00% | 100,00% |
08/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 187 397 | 50 000 | 192 120 | 50 000 | 41 524 CHF | 11 314 CHF | 100,00% | 100,00% |
07/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 188 285 | 75 000 | 191 224 | 72 406 | 42 291 CHF | 16 828 CHF | 99,13% | 99,13% |