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 | 18,03% | 0,14 CHF | 0,17 CHF | 155 965 | 50 000 | 159 079 | 50 000 | 21 541 CHF | 8 123 CHF | 100,00% | 100,00% |
19/11/2024 | 10,02% | 0,13 CHF | 0,14 CHF | 169 294 | 50 000 | 180 811 | 50 000 | 21 236 CHF | 6 500 CHF | 99,38% | 99,38% |
18/11/2024 | 11,39% | 0,13 CHF | 0,15 CHF | 170 322 | 50 000 | 173 140 | 43 384 | 22 561 CHF | 6 318 CHF | 99,98% | 99,98% |
15/11/2024 | 7,94% | 0,11 CHF | 0,13 CHF | 192 501 | 50 000 | 164 360 | 50 000 | 24 377 CHF | 8 119 CHF | 100,00% | 100,00% |
14/11/2024 | 7,10% | 0,18 CHF | 0,19 CHF | 150 149 | 50 000 | 149 939 | 50 000 | 26 429 CHF | 9 465 CHF | 99,52% | 99,52% |
13/11/2024 | 6,25% | 0,18 CHF | 0,19 CHF | 147 716 | 50 000 | 139 744 | 49 383 | 27 959 CHF | 10 518 CHF | 99,32% | 99,32% |
12/11/2024 | 5,60% | 0,22 CHF | 0,23 CHF | 135 370 | 50 000 | 125 164 | 50 000 | 30 912 CHF | 13 072 CHF | 100,00% | 100,00% |
11/11/2024 | 4,97% | 0,24 CHF | 0,25 CHF | 129 849 | 50 000 | 128 712 | 50 000 | 30 489 CHF | 12 449 CHF | 100,00% | 100,00% |
08/11/2024 | 5,74% | 0,24 CHF | 0,25 CHF | 127 584 | 50 000 | 130 561 | 50 000 | 30 206 CHF | 12 254 CHF | 100,00% | 100,00% |
07/11/2024 | 6,23% | 0,21 CHF | 0,22 CHF | 141 811 | 50 000 | 145 031 | 48 444 | 28 933 CHF | 10 268 CHF | 99,13% | 99,13% |