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 | 17,24% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 28 764 CHF | 3 411 CHF | 84,73% | 84,73% |
19/11/2024 | 18,61% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 27 271 CHF | 3 282 CHF | 98,55% | 98,55% |
18/11/2024 | 31,54% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 18 836 CHF | 2 264 CHF | 100,00% | 100,00% |
15/11/2024 | 23,02% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 101 CHF | 2 534 CHF | 100,00% | 100,00% |
14/11/2024 | 21,61% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 27 671 CHF | 3 429 CHF | 98,83% | 98,83% |
13/11/2024 | 21,30% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 49 515 | 24 565 CHF | 2 997 CHF | 57,64% | 57,64% |
12/11/2024 | 15,01% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 33 673 CHF | 3 910 CHF | 100,00% | 100,00% |
11/11/2024 | 13,66% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 40 818 CHF | 4 682 CHF | 99,70% | 99,70% |
08/11/2024 | 14,38% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 34 880 CHF | 4 029 CHF | 100,00% | 100,00% |
07/11/2024 | 16,17% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 48 703 | 35 648 CHF | 4 065 CHF | 99,13% | 99,13% |