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 | 48,42% | 0,04 CHF | 0,06 CHF | 344 989 | 50 000 | 337 251 | 50 000 | 12 732 CHF | 3 099 CHF | 100,00% | 100,00% |
19/11/2024 | 32,84% | 0,04 CHF | 0,05 CHF | 388 040 | 50 000 | 405 514 | 50 000 | 12 843 CHF | 2 212 CHF | 99,39% | 99,39% |
18/11/2024 | 43,09% | 0,03 CHF | 0,05 CHF | 393 486 | 50 000 | 391 922 | 43 384 | 12 161 CHF | 2 055 CHF | 100,00% | 100,00% |
15/11/2024 | 27,17% | 0,03 CHF | 0,04 CHF | 407 675 | 50 000 | 337 506 | 50 000 | 14 108 CHF | 2 815 CHF | 100,00% | 100,00% |
14/11/2024 | 18,71% | 0,06 CHF | 0,07 CHF | 293 302 | 50 000 | 294 812 | 50 000 | 17 161 CHF | 3 508 CHF | 99,52% | 99,52% |
13/11/2024 | 16,27% | 0,06 CHF | 0,07 CHF | 271 126 | 50 000 | 246 864 | 49 383 | 17 488 CHF | 4 126 CHF | 99,32% | 99,32% |
12/11/2024 | 13,77% | 0,08 CHF | 0,09 CHF | 226 134 | 50 000 | 200 410 | 50 000 | 19 933 CHF | 5 721 CHF | 100,00% | 100,00% |
11/11/2024 | 12,77% | 0,10 CHF | 0,11 CHF | 213 837 | 50 000 | 211 433 | 50 000 | 20 083 CHF | 5 396 CHF | 100,00% | 100,00% |
08/11/2024 | 14,08% | 0,10 CHF | 0,11 CHF | 212 384 | 50 000 | 214 573 | 50 000 | 19 661 CHF | 5 278 CHF | 100,00% | 100,00% |
07/11/2024 | 14,44% | 0,08 CHF | 0,09 CHF | 252 811 | 50 000 | 258 693 | 48 444 | 19 563 CHF | 4 222 CHF | 99,13% | 99,13% |