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 | 37,13% | 0,03 CHF | 0,05 CHF | 440 745 | 20 000 | 406 776 | 20 000 | 15 785 CHF | 1 132 CHF | 100,00% | 100,00% |
19/11/2024 | 24,75% | 0,04 CHF | 0,05 CHF | 464 934 | 20 000 | 472 974 | 20 000 | 17 045 CHF | 921 CHF | 97,46% | 97,46% |
18/11/2024 | 25,82% | 0,04 CHF | 0,05 CHF | 407 384 | 20 000 | 438 099 | 17 243 | 17 655 CHF | 884 CHF | 100,00% | 100,00% |
15/11/2024 | 16,70% | 0,05 CHF | 0,06 CHF | 417 060 | 20 000 | 358 730 | 20 000 | 19 764 CHF | 1 314 CHF | 100,00% | 100,00% |
14/11/2024 | 13,95% | 0,08 CHF | 0,09 CHF | 293 949 | 20 000 | 326 217 | 20 000 | 21 863 CHF | 1 546 CHF | 99,44% | 99,44% |
13/11/2024 | 18,05% | 0,05 CHF | 0,06 CHF | 442 669 | 20 000 | 400 733 | 19 804 | 20 408 CHF | 1 219 CHF | 98,88% | 98,88% |
12/11/2024 | 13,36% | 0,06 CHF | 0,07 CHF | 332 797 | 20 000 | 322 910 | 20 000 | 22 634 CHF | 1 605 CHF | 100,00% | 100,00% |
11/11/2024 | 8,96% | 0,10 CHF | 0,11 CHF | 234 041 | 20 000 | 234 761 | 20 000 | 25 078 CHF | 2 337 CHF | 99,58% | 99,58% |
08/11/2024 | 10,50% | 0,08 CHF | 0,09 CHF | 265 481 | 20 000 | 252 836 | 20 000 | 22 934 CHF | 2 026 CHF | 93,99% | 93,99% |
07/11/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 210 567 | 20 000 | 200 453 | 19 343 | 24 434 CHF | 2 565 CHF | 97,91% | 97,91% |