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 | 23,99% | 0,04 CHF | 0,05 CHF | 500 000 | 250 000 | 425 447 | 250 000 | 15 614 CHF | 11 761 CHF | 99,95% | 99,95% |
19/11/2024 | 34,66% | 0,03 CHF | 0,04 CHF | 600 000 | 250 000 | 666 580 | 250 000 | 15 940 CHF | 8 512 CHF | 99,75% | 99,75% |
18/11/2024 | 24,96% | 0,03 CHF | 0,04 CHF | 425 000 | 250 000 | 429 007 | 250 000 | 15 048 CHF | 11 411 CHF | 99,93% | 99,93% |
15/11/2024 | 21,83% | 0,05 CHF | 0,06 CHF | 350 000 | 250 000 | 388 772 | 250 000 | 15 867 CHF | 12 730 CHF | 100,00% | 100,00% |
14/11/2024 | 22,08% | 0,04 CHF | 0,05 CHF | 400 000 | 250 000 | 389 103 | 250 000 | 15 698 CHF | 12 614 CHF | 99,64% | 99,64% |
13/11/2024 | 23,24% | 0,04 CHF | 0,05 CHF | 425 000 | 250 000 | 413 835 | 250 000 | 15 774 CHF | 12 043 CHF | 99,95% | 99,95% |
12/11/2024 | 18,30% | 0,05 CHF | 0,06 CHF | 350 000 | 250 000 | 327 087 | 302 723 | 16 242 CHF | 18 155 CHF | 99,78% | 99,78% |
11/11/2024 | 13,49% | 0,07 CHF | 0,08 CHF | 250 000 | 250 000 | 246 243 | 246 244 | 17 032 CHF | 19 495 CHF | 99,82% | 99,82% |
08/11/2024 | 13,57% | 0,07 CHF | 0,08 CHF | 250 000 | 250 000 | 254 484 | 254 489 | 17 501 CHF | 20 046 CHF | 99,86% | 99,86% |
07/11/2024 | 10,76% | 0,09 CHF | 0,10 CHF | 200 000 | 200 000 | 207 517 | 207 517 | 18 250 CHF | 20 325 CHF | 99,88% | 99,88% |