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 | 16,07% | 0,05 CHF | 0,06 CHF | 471 199 | 75 000 | 460 511 | 75 000 | 26 485 CHF | 5 066 CHF | 94,79% | 94,79% |
19/11/2024 | 17,81% | 0,05 CHF | 0,06 CHF | 471 375 | 75 000 | 466 018 | 75 000 | 23 868 CHF | 4 599 CHF | 100,00% | 100,00% |
18/11/2024 | 23,51% | 0,07 CHF | 0,08 CHF | 430 615 | 75 000 | 193 243 | 46 607 | 12 893 CHF | 3 710 CHF | 87,49% | 87,49% |
15/11/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 393 765 | 75 000 | 432 930 | 75 000 | 30 409 CHF | 6 028 CHF | 98,83% | 98,83% |
14/11/2024 | 14,48% | 0,07 CHF | 0,08 CHF | 423 948 | 75 000 | 461 041 | 75 000 | 29 550 CHF | 5 585 CHF | 83,23% | 83,23% |
13/11/2024 | 15,48% | 0,06 CHF | 0,07 CHF | 480 638 | 75 000 | 479 753 | 74 112 | 28 627 CHF | 5 163 CHF | 94,16% | 94,16% |
12/11/2024 | 15,66% | 0,06 CHF | 0,07 CHF | 477 574 | 75 000 | 479 036 | 75 000 | 28 268 CHF | 5 177 CHF | 84,17% | 84,17% |
11/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 359 483 | 75 000 | 344 113 | 75 000 | 30 180 CHF | 7 337 CHF | 94,79% | 94,79% |
08/11/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 402 077 | 75 000 | 402 464 | 75 000 | 30 169 CHF | 6 365 CHF | 100,00% | 100,00% |
07/11/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 408 659 | 75 000 | 417 697 | 72 251 | 30 464 CHF | 6 027 CHF | 93,52% | 93,52% |