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 | 65,59% | 0,04 CHF | 0,06 CHF | 370 164 | 50 000 | 411 496 | 50 000 | 11 176 CHF | 2 658 CHF | 98,83% | 98,83% |
19/11/2024 | 28,11% | 0,03 CHF | 0,05 CHF | 407 505 | 50 000 | 396 630 | 50 000 | 14 888 CHF | 2 488 CHF | 95,59% | 95,59% |
18/11/2024 | 31,56% | 0,04 CHF | 0,06 CHF | 349 614 | 50 000 | 369 262 | 44 465 | 14 754 CHF | 2 417 CHF | 99,64% | 99,64% |
15/11/2024 | 18,50% | 0,06 CHF | 0,07 CHF | 311 384 | 50 000 | 267 085 | 49 974 | 19 177 CHF | 4 344 CHF | 99,90% | 99,90% |
14/11/2024 | 13,61% | 0,11 CHF | 0,12 CHF | 219 436 | 50 000 | 214 108 | 50 000 | 23 739 CHF | 6 365 CHF | 98,40% | 98,40% |
13/11/2024 | 10,14% | 0,13 CHF | 0,14 CHF | 204 953 | 50 000 | 204 693 | 49 557 | 25 535 CHF | 6 841 CHF | 98,88% | 98,88% |
12/11/2024 | 9,55% | 0,15 CHF | 0,16 CHF | 190 447 | 50 000 | 176 973 | 50 000 | 28 814 CHF | 8 963 CHF | 99,79% | 99,79% |
11/11/2024 | 6,29% | 0,18 CHF | 0,19 CHF | 170 646 | 50 000 | 165 486 | 50 000 | 31 485 CHF | 10 138 CHF | 100,00% | 100,00% |
08/11/2024 | 8,13% | 0,17 CHF | 0,18 CHF | 171 774 | 50 000 | 171 971 | 50 000 | 29 103 CHF | 9 183 CHF | 100,00% | 100,00% |
07/11/2024 | 8,48% | 0,17 CHF | 0,19 CHF | 171 244 | 50 000 | 175 163 | 48 703 | 29 541 CHF | 8 953 CHF | 99,06% | 99,06% |