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 | 19,97% | 0,07 CHF | 0,09 CHF | 271 643 | 75 000 | 286 138 | 75 000 | 19 720 CHF | 6 319 CHF | 99,00% | 99,00% |
19/11/2024 | 18,02% | 0,07 CHF | 0,09 CHF | 267 804 | 75 000 | 270 681 | 75 000 | 20 578 CHF | 6 834 CHF | 100,00% | 100,00% |
18/11/2024 | 22,13% | 0,09 CHF | 0,11 CHF | 245 183 | 75 000 | 244 410 | 63 971 | 20 717 CHF | 6 672 CHF | 100,00% | 100,00% |
15/11/2024 | 21,15% | 0,11 CHF | 0,12 CHF | 215 605 | 75 000 | 121 884 | 54 325 | 12 111 CHF | 6 273 CHF | 100,00% | 100,00% |
14/11/2024 | 29,45% | 0,09 CHF | 0,11 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 2 963 CHF | 3 987 CHF | 99,22% | 99,22% |
13/11/2024 | 28,32% | 0,08 CHF | 0,11 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 3 069 CHF | 4 069 CHF | 99,36% | 99,36% |
12/11/2024 | 26,01% | 0,07 CHF | 0,10 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 3 294 CHF | 4 280 CHF | 100,00% | 100,00% |
11/11/2024 | 19,10% | 0,12 CHF | 0,15 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 4 462 CHF | 5 403 CHF | 100,00% | 100,00% |
08/11/2024 | 12,78% | 0,11 CHF | 0,13 CHF | 203 949 | 75 000 | 200 269 | 75 000 | 23 624 CHF | 10 067 CHF | 100,00% | 100,00% |
07/11/2024 | 10,96% | 0,15 CHF | 0,17 CHF | 165 067 | 75 000 | 166 343 | 71 924 | 26 055 CHF | 12 520 CHF | 83,59% | 83,59% |