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 | 15,45% | 0,06 CHF | 0,07 CHF | 493 931 | 75 000 | 494 239 | 75 000 | 29 737 CHF | 5 268 CHF | 100,00% | 100,00% |
19/11/2024 | 18,54% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 499 463 | 75 000 | 25 772 CHF | 4 660 CHF | 99,40% | 99,40% |
18/11/2024 | 21,27% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 499 657 | 69 487 | 28 480 CHF | 4 861 CHF | 100,00% | 100,00% |
15/11/2024 | 13,07% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 435 584 | 75 000 | 33 693 CHF | 6 626 CHF | 100,00% | 100,00% |
14/11/2024 | 13,33% | 0,08 CHF | 0,09 CHF | 415 027 | 75 000 | 436 576 | 75 000 | 34 416 CHF | 6 792 CHF | 99,52% | 99,52% |
13/11/2024 | 10,81% | 0,10 CHF | 0,11 CHF | 383 816 | 75 000 | 363 222 | 74 442 | 37 244 CHF | 8 504 CHF | 99,32% | 99,32% |
12/11/2024 | 9,00% | 0,12 CHF | 0,13 CHF | 335 961 | 75 000 | 321 392 | 75 000 | 39 372 CHF | 10 064 CHF | 100,00% | 100,00% |
11/11/2024 | 7,25% | 0,14 CHF | 0,15 CHF | 300 275 | 75 000 | 281 571 | 75 000 | 42 130 CHF | 12 088 CHF | 100,00% | 100,00% |
08/11/2024 | 6,89% | 0,15 CHF | 0,16 CHF | 273 041 | 75 000 | 260 992 | 75 000 | 42 933 CHF | 13 234 CHF | 100,00% | 100,00% |
07/11/2024 | 5,49% | 0,20 CHF | 0,21 CHF | 235 763 | 75 000 | 203 938 | 68 832 | 50 330 CHF | 17 898 CHF | 41,67% | 41,67% |