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 | 12,64% | 0,07 CHF | 0,08 CHF | 402 405 | 50 000 | 390 021 | 50 000 | 28 963 CHF | 4 222 CHF | 100,00% | 100,00% |
19/11/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 407 783 | 50 000 | 383 409 | 50 000 | 31 408 CHF | 4 599 CHF | 99,99% | 99,99% |
18/11/2024 | 13,26% | 0,08 CHF | 0,09 CHF | 376 571 | 50 000 | 394 171 | 44 487 | 31 158 CHF | 4 013 CHF | 100,00% | 100,00% |
15/11/2024 | 13,23% | 0,08 CHF | 0,09 CHF | 419 654 | 50 000 | 419 292 | 50 000 | 29 630 CHF | 4 033 CHF | 97,60% | 97,60% |
14/11/2024 | 12,13% | 0,08 CHF | 0,09 CHF | 421 369 | 50 000 | 427 085 | 50 000 | 33 107 CHF | 4 384 CHF | 96,15% | 96,15% |
13/11/2024 | 16,00% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 499 216 | 49 711 | 28 949 CHF | 3 381 CHF | 99,36% | 99,36% |
12/11/2024 | 14,74% | 0,06 CHF | 0,07 CHF | 463 671 | 50 000 | 473 237 | 50 000 | 29 847 CHF | 3 656 CHF | 100,00% | 100,00% |
11/11/2024 | 9,76% | 0,08 CHF | 0,09 CHF | 377 661 | 50 000 | 335 371 | 50 000 | 32 855 CHF | 5 442 CHF | 99,48% | 99,48% |
08/11/2024 | 8,17% | 0,11 CHF | 0,12 CHF | 308 254 | 50 000 | 300 634 | 50 000 | 35 384 CHF | 6 397 CHF | 99,86% | 99,86% |
07/11/2024 | 8,55% | 0,12 CHF | 0,13 CHF | 311 496 | 50 000 | 303 682 | 48 669 | 35 974 CHF | 6 286 CHF | 96,52% | 96,52% |