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 | 13,30% | 0,06 CHF | 0,07 CHF | 384 063 | 50 000 | 352 425 | 50 000 | 24 849 CHF | 4 037 CHF | 100,00% | 100,00% |
19/11/2024 | 13,05% | 0,07 CHF | 0,08 CHF | 366 811 | 50 000 | 346 982 | 50 000 | 24 869 CHF | 4 091 CHF | 99,40% | 99,40% |
18/11/2024 | 16,67% | 0,08 CHF | 0,09 CHF | 355 781 | 50 000 | 392 481 | 44 487 | 25 494 CHF | 3 425 CHF | 100,00% | 100,00% |
15/11/2024 | 17,09% | 0,05 CHF | 0,06 CHF | 433 302 | 50 000 | 427 863 | 50 000 | 23 070 CHF | 3 195 CHF | 100,00% | 100,00% |
14/11/2024 | 15,43% | 0,06 CHF | 0,07 CHF | 425 298 | 50 000 | 425 294 | 50 000 | 25 454 CHF | 3 492 CHF | 99,52% | 99,52% |
13/11/2024 | 15,57% | 0,06 CHF | 0,07 CHF | 434 457 | 50 000 | 391 325 | 49 704 | 23 581 CHF | 3 505 CHF | 99,32% | 99,32% |
12/11/2024 | 11,78% | 0,07 CHF | 0,08 CHF | 338 773 | 50 000 | 320 066 | 50 000 | 25 564 CHF | 4 494 CHF | 100,00% | 100,00% |
11/11/2024 | 10,64% | 0,09 CHF | 0,10 CHF | 315 354 | 50 000 | 323 991 | 50 000 | 28 847 CHF | 4 953 CHF | 100,00% | 100,00% |
08/11/2024 | 12,62% | 0,08 CHF | 0,09 CHF | 316 779 | 50 000 | 360 268 | 50 000 | 26 801 CHF | 4 230 CHF | 100,00% | 100,00% |
07/11/2024 | 13,75% | 0,07 CHF | 0,08 CHF | 356 391 | 50 000 | 360 880 | 48 703 | 25 289 CHF | 3 909 CHF | 99,13% | 99,13% |