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 | 13,33% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 996 CHF | 5 999 CHF | 100,00% | 100,00% |
19/11/2024 | 15,13% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 30 659 CHF | 5 349 CHF | 92,79% | 92,79% |
18/11/2024 | 15,83% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 63 972 | 35 097 CHF | 5 186 CHF | 100,00% | 100,00% |
15/11/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 42 081 CHF | 7 062 CHF | 100,00% | 100,00% |
14/11/2024 | 11,61% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 40 820 CHF | 6 873 CHF | 99,26% | 99,26% |
13/11/2024 | 14,74% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 74 106 | 32 054 CHF | 5 499 CHF | 96,42% | 96,42% |
12/11/2024 | 10,11% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 47 178 CHF | 7 827 CHF | 99,09% | 99,09% |
11/11/2024 | 9,07% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 477 880 | 75 000 | 50 332 CHF | 8 665 CHF | 100,00% | 100,00% |
08/11/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 44 946 CHF | 7 492 CHF | 99,75% | 99,75% |
07/11/2024 | 10,03% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 497 821 | 72 667 | 49 410 CHF | 7 979 CHF | 98,69% | 98,69% |