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 | 23,60% | 0,07 CHF | 0,09 CHF | 380 730 | 25 000 | 352 455 | 25 000 | 28 519 CHF | 2 574 CHF | 100,00% | 100,00% |
19/11/2024 | 23,09% | 0,08 CHF | 0,10 CHF | 381 041 | 25 000 | 356 268 | 25 000 | 29 091 CHF | 2 580 CHF | 100,00% | 100,00% |
18/11/2024 | 26,66% | 0,10 CHF | 0,12 CHF | 326 979 | 25 000 | 355 454 | 23 897 | 29 534 CHF | 2 586 CHF | 100,00% | 100,00% |
15/11/2024 | 17,96% | 0,10 CHF | 0,12 CHF | 311 820 | 25 000 | 310 974 | 25 000 | 31 925 CHF | 3 079 CHF | 100,00% | 100,00% |
14/11/2024 | 17,45% | 0,10 CHF | 0,12 CHF | 312 847 | 25 000 | 296 530 | 25 000 | 32 354 CHF | 3 252 CHF | 99,52% | 99,52% |
13/11/2024 | 15,69% | 0,12 CHF | 0,14 CHF | 291 104 | 25 000 | 261 905 | 24 941 | 34 993 CHF | 3 909 CHF | 99,32% | 99,32% |
12/11/2024 | 12,40% | 0,13 CHF | 0,16 CHF | 257 999 | 25 000 | 221 566 | 25 000 | 36 584 CHF | 4 699 CHF | 100,00% | 100,00% |
11/11/2024 | 11,17% | 0,20 CHF | 0,23 CHF | 192 616 | 25 000 | 201 139 | 25 000 | 39 015 CHF | 5 429 CHF | 100,00% | 100,00% |
08/11/2024 | 10,56% | 0,19 CHF | 0,21 CHF | 208 510 | 25 000 | 208 138 | 25 000 | 38 984 CHF | 5 207 CHF | 100,00% | 100,00% |
07/11/2024 | 10,85% | 0,20 CHF | 0,22 CHF | 194 896 | 25 000 | 196 010 | 24 769 | 40 563 CHF | 5 714 CHF | 98,53% | 98,53% |