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 | 11,76% | 0,11 CHF | 0,12 CHF | 325 584 | 50 000 | 335 806 | 50 000 | 32 641 CHF | 5 472 CHF | 98,83% | 98,83% |
19/11/2024 | 11,31% | 0,10 CHF | 0,11 CHF | 328 889 | 50 000 | 327 321 | 50 000 | 33 187 CHF | 5 682 CHF | 70,10% | 70,10% |
18/11/2024 | 12,42% | 0,11 CHF | 0,12 CHF | 304 689 | 50 000 | 313 626 | 44 465 | 33 450 CHF | 5 346 CHF | 99,64% | 99,64% |
15/11/2024 | 10,85% | 0,12 CHF | 0,13 CHF | 290 404 | 50 000 | 267 808 | 50 000 | 35 675 CHF | 7 438 CHF | 100,00% | 100,00% |
14/11/2024 | 8,87% | 0,16 CHF | 0,18 CHF | 233 479 | 50 000 | 231 378 | 50 000 | 39 848 CHF | 9 416 CHF | 99,44% | 99,44% |
13/11/2024 | 8,12% | 0,18 CHF | 0,20 CHF | 223 727 | 50 000 | 222 399 | 49 557 | 40 159 CHF | 9 706 CHF | 98,88% | 98,88% |
12/11/2024 | 7,06% | 0,20 CHF | 0,21 CHF | 210 460 | 50 000 | 198 326 | 50 000 | 42 118 CHF | 11 401 CHF | 100,00% | 100,00% |
11/11/2024 | 6,35% | 0,23 CHF | 0,24 CHF | 192 573 | 50 000 | 187 536 | 50 000 | 44 304 CHF | 12 593 CHF | 100,00% | 100,00% |
08/11/2024 | 5,95% | 0,22 CHF | 0,23 CHF | 193 058 | 50 000 | 192 964 | 50 000 | 42 276 CHF | 11 629 CHF | 100,00% | 100,00% |
07/11/2024 | 6,72% | 0,22 CHF | 0,23 CHF | 192 566 | 50 000 | 195 696 | 48 703 | 42 582 CHF | 11 343 CHF | 99,06% | 99,06% |