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 | 13,74% | 0,10 CHF | 0,12 CHF | 313 408 | 50 000 | 314 608 | 50 000 | 31 347 CHF | 5 723 CHF | 100,00% | 100,00% |
19/11/2024 | 13,34% | 0,09 CHF | 0,11 CHF | 338 182 | 50 000 | 355 941 | 50 000 | 31 156 CHF | 4 999 CHF | 99,40% | 99,40% |
18/11/2024 | 15,15% | 0,09 CHF | 0,10 CHF | 353 914 | 50 000 | 352 442 | 43 384 | 30 457 CHF | 4 336 CHF | 100,00% | 100,00% |
15/11/2024 | 13,81% | 0,08 CHF | 0,09 CHF | 363 923 | 50 000 | 326 414 | 50 000 | 30 488 CHF | 5 402 CHF | 100,00% | 100,00% |
14/11/2024 | 10,42% | 0,11 CHF | 0,12 CHF | 305 415 | 50 000 | 305 739 | 50 000 | 32 923 CHF | 5 974 CHF | 99,52% | 99,52% |
13/11/2024 | 10,13% | 0,11 CHF | 0,12 CHF | 289 944 | 50 000 | 274 676 | 49 383 | 32 537 CHF | 6 478 CHF | 99,32% | 99,32% |
12/11/2024 | 8,25% | 0,13 CHF | 0,14 CHF | 270 380 | 50 000 | 247 199 | 50 000 | 35 610 CHF | 7 827 CHF | 100,00% | 100,00% |
11/11/2024 | 8,51% | 0,14 CHF | 0,15 CHF | 255 699 | 50 000 | 250 843 | 50 000 | 34 601 CHF | 7 510 CHF | 100,00% | 100,00% |
08/11/2024 | 9,72% | 0,14 CHF | 0,15 CHF | 254 993 | 50 000 | 255 492 | 50 000 | 34 447 CHF | 7 429 CHF | 100,00% | 100,00% |
07/11/2024 | 10,94% | 0,12 CHF | 0,14 CHF | 274 027 | 50 000 | 280 488 | 48 444 | 32 806 CHF | 6 307 CHF | 99,13% | 99,13% |