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 | 21,42% | 0,06 CHF | 0,07 CHF | 491 940 | 50 000 | 497 935 | 50 000 | 27 552 CHF | 3 422 CHF | 100,00% | 100,00% |
19/11/2024 | 24,66% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 23 256 CHF | 2 968 CHF | 99,40% | 99,40% |
18/11/2024 | 39,07% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 43 384 | 19 496 CHF | 2 501 CHF | 100,00% | 100,00% |
15/11/2024 | 27,09% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 495 797 | 50 000 | 22 890 CHF | 3 045 CHF | 100,00% | 100,00% |
14/11/2024 | 22,24% | 0,06 CHF | 0,07 CHF | 481 579 | 50 000 | 483 439 | 50 000 | 26 637 CHF | 3 442 CHF | 99,52% | 99,52% |
13/11/2024 | 20,00% | 0,06 CHF | 0,07 CHF | 479 244 | 50 000 | 432 988 | 49 383 | 26 755 CHF | 3 731 CHF | 99,32% | 99,32% |
12/11/2024 | 13,87% | 0,07 CHF | 0,08 CHF | 388 901 | 50 000 | 370 626 | 50 000 | 28 833 CHF | 4 474 CHF | 100,00% | 100,00% |
11/11/2024 | 17,73% | 0,08 CHF | 0,09 CHF | 388 174 | 50 000 | 385 187 | 50 000 | 28 909 CHF | 4 477 CHF | 100,00% | 100,00% |
08/11/2024 | 20,04% | 0,08 CHF | 0,09 CHF | 385 036 | 50 000 | 390 240 | 50 000 | 27 757 CHF | 4 353 CHF | 100,00% | 100,00% |
07/11/2024 | 22,02% | 0,07 CHF | 0,08 CHF | 419 288 | 50 000 | 433 055 | 48 444 | 26 831 CHF | 3 730 CHF | 99,13% | 99,13% |