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 | 18,06% | 0,05 CHF | 0,06 CHF | 328 346 | 50 000 | 329 907 | 50 000 | 16 639 CHF | 3 022 CHF | 100,00% | 100,00% |
19/11/2024 | 20,60% | 0,05 CHF | 0,06 CHF | 384 031 | 50 000 | 384 816 | 50 000 | 16 942 CHF | 2 700 CHF | 99,94% | 99,94% |
18/11/2024 | 19,66% | 0,05 CHF | 0,06 CHF | 384 731 | 50 000 | 325 743 | 46 392 | 15 554 CHF | 2 690 CHF | 90,66% | 90,66% |
15/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 350 646 | 50 000 | 350 646 | 50 000 | 17 532 CHF | 3 000 CHF | 100,00% | 100,00% |
14/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 298 776 | 50 000 | 298 776 | 50 000 | 17 927 CHF | 3 500 CHF | 99,44% | 99,44% |
13/11/2024 | 15,62% | 0,06 CHF | 0,07 CHF | 302 512 | 50 000 | 298 158 | 49 819 | 17 890 CHF | 3 494 CHF | 98,88% | 98,88% |
12/11/2024 | 13,38% | 0,07 CHF | 0,08 CHF | 277 975 | 50 000 | 281 985 | 50 000 | 19 668 CHF | 3 988 CHF | 99,99% | 99,99% |
11/11/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 243 872 | 50 000 | 243 311 | 50 000 | 19 609 CHF | 4 529 CHF | 100,00% | 100,00% |
08/11/2024 | 10,87% | 0,08 CHF | 0,09 CHF | 241 520 | 50 000 | 237 177 | 50 000 | 20 674 CHF | 4 861 CHF | 88,69% | 88,69% |
07/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 228 854 | 50 000 | 226 070 | 48 703 | 20 349 CHF | 4 871 CHF | 99,06% | 99,06% |