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 | 19,28% | 0,04 CHF | 0,05 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 23 655 CHF | 1 146 CHF | 100,00% | 100,00% |
19/11/2024 | 20,05% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 22 687 CHF | 1 107 CHF | 97,46% | 97,46% |
18/11/2024 | 19,99% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 17 243 | 23 525 CHF | 981 CHF | 100,00% | 100,00% |
15/11/2024 | 17,46% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 26 296 CHF | 1 252 CHF | 100,00% | 100,00% |
14/11/2024 | 15,90% | 0,06 CHF | 0,07 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 29 078 CHF | 1 363 CHF | 99,44% | 99,44% |
13/11/2024 | 17,86% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 19 804 | 25 667 CHF | 1 215 CHF | 98,88% | 98,88% |
12/11/2024 | 15,80% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 29 303 CHF | 1 372 CHF | 100,00% | 100,00% |
11/11/2024 | 13,87% | 0,07 CHF | 0,08 CHF | 485 346 | 20 000 | 491 420 | 20 000 | 33 089 CHF | 1 548 CHF | 99,79% | 99,79% |
08/11/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 31 883 CHF | 1 475 CHF | 93,99% | 93,99% |
07/11/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 464 530 | 20 000 | 468 819 | 19 343 | 33 680 CHF | 1 589 CHF | 97,91% | 97,91% |