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 | 32,66% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 465 664 | 25 000 | 24 033 CHF | 1 798 CHF | 100,00% | 100,00% |
19/11/2024 | 33,59% | 0,05 CHF | 0,07 CHF | 469 267 | 25 000 | 476 771 | 25 000 | 24 560 CHF | 1 810 CHF | 100,00% | 100,00% |
18/11/2024 | 39,57% | 0,06 CHF | 0,08 CHF | 482 390 | 25 000 | 491 301 | 23 897 | 24 694 CHF | 1 784 CHF | 100,00% | 100,00% |
15/11/2024 | 28,44% | 0,06 CHF | 0,09 CHF | 427 728 | 25 000 | 421 316 | 25 000 | 26 673 CHF | 2 113 CHF | 100,00% | 100,00% |
14/11/2024 | 25,95% | 0,06 CHF | 0,08 CHF | 433 597 | 25 000 | 400 011 | 25 000 | 27 511 CHF | 2 235 CHF | 99,52% | 99,52% |
13/11/2024 | 22,24% | 0,08 CHF | 0,10 CHF | 387 797 | 25 000 | 347 964 | 24 941 | 30 251 CHF | 2 719 CHF | 99,32% | 99,32% |
12/11/2024 | 19,32% | 0,09 CHF | 0,11 CHF | 333 488 | 25 000 | 289 003 | 25 000 | 31 847 CHF | 3 367 CHF | 100,00% | 100,00% |
11/11/2024 | 15,76% | 0,14 CHF | 0,16 CHF | 244 390 | 25 000 | 256 249 | 25 000 | 34 287 CHF | 3 918 CHF | 100,00% | 100,00% |
08/11/2024 | 15,44% | 0,13 CHF | 0,15 CHF | 271 969 | 25 000 | 266 414 | 25 000 | 34 064 CHF | 3 732 CHF | 100,00% | 100,00% |
07/11/2024 | 14,15% | 0,14 CHF | 0,16 CHF | 243 729 | 25 000 | 246 438 | 24 769 | 35 511 CHF | 4 111 CHF | 98,53% | 98,53% |