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 | 12,24% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 499 634 | 75 000 | 38 546 CHF | 6 537 CHF | 100,00% | 100,00% |
19/11/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 498 677 | 75 000 | 39 458 CHF | 6 687 CHF | 100,00% | 100,00% |
18/11/2024 | 13,13% | 0,09 CHF | 0,10 CHF | 489 515 | 75 000 | 498 780 | 63 973 | 40 611 CHF | 5 904 CHF | 100,00% | 100,00% |
15/11/2024 | 8,34% | 0,10 CHF | 0,11 CHF | 476 993 | 50 000 | 403 374 | 50 000 | 46 375 CHF | 6 266 CHF | 99,97% | 99,97% |
14/11/2024 | 6,95% | 0,14 CHF | 0,15 CHF | 367 989 | 75 000 | 361 091 | 75 000 | 50 131 CHF | 11 164 CHF | 63,39% | 63,39% |
13/11/2024 | 8,24% | 0,12 CHF | 0,13 CHF | 416 286 | 50 000 | 399 726 | 49 703 | 47 677 CHF | 6 442 CHF | 99,32% | 99,32% |
12/11/2024 | 6,52% | 0,13 CHF | 0,14 CHF | 365 811 | 50 000 | 341 812 | 50 000 | 50 736 CHF | 7 926 CHF | 29,48% | 29,48% |
11/11/2024 | 5,82% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 306 024 | 50 000 | 51 037 CHF | 8 848 CHF | 92,16% | 92,16% |
08/11/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 351 834 | 50 000 | 341 035 | 50 000 | 50 848 CHF | 7 956 CHF | 5,46% | 5,46% |
07/11/2024 | 6,89% | 0,15 CHF | 0,16 CHF | 336 853 | 75 000 | 347 633 | 73 125 | 50 688 CHF | 11 446 CHF | 68,30% | 68,30% |