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 | 22,79% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 19 553 CHF | 1 228 CHF | 100,00% | 100,00% |
19/11/2024 | 19,29% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 23 702 CHF | 1 435 CHF | 100,00% | 100,00% |
18/11/2024 | 24,43% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 21 692 | 21 689 CHF | 1 183 CHF | 100,00% | 100,00% |
15/11/2024 | 28,21% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 322 325 | 20 444 | 13 363 CHF | 1 091 CHF | 100,00% | 100,00% |
14/11/2024 | 18,42% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 25 050 CHF | 1 503 CHF | 99,44% | 99,44% |
13/11/2024 | 25,77% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 482 496 | 24 387 | 17 948 CHF | 1 162 CHF | 97,54% | 97,54% |
12/11/2024 | 7,89% | 0,06 CHF | 0,08 CHF | 12 500 | 12 500 | 363 192 | 24 522 | 48 700 CHF | 3 516 CHF | 98,63% | 98,63% |
11/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 300 000 | 25 000 | 318 681 | 25 000 | 51 129 CHF | 4 266 CHF | 93,97% | 93,97% |
08/11/2024 | 7,20% | 0,14 CHF | 0,15 CHF | 360 000 | 25 000 | 377 663 | 25 000 | 50 548 CHF | 3 603 CHF | 96,20% | 96,20% |
07/11/2024 | 7,19% | 0,13 CHF | 0,14 CHF | 390 000 | 25 000 | 359 098 | 24 221 | 50 518 CHF | 3 665 CHF | 99,06% | 99,06% |