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 | 16,62% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 27 794 CHF | 3 279 CHF | 100,00% | 100,00% |
19/11/2024 | 16,87% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 27 346 CHF | 3 235 CHF | 99,87% | 99,87% |
18/11/2024 | 14,02% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 42 760 | 33 792 CHF | 3 296 CHF | 91,40% | 91,40% |
15/11/2024 | 12,10% | 0,08 CHF | 0,09 CHF | 497 772 | 50 000 | 499 449 | 50 000 | 38 905 CHF | 4 394 CHF | 100,00% | 100,00% |
14/11/2024 | 14,81% | 0,08 CHF | 0,09 CHF | 492 290 | 50 000 | 499 411 | 50 000 | 32 011 CHF | 3 706 CHF | 81,16% | 81,16% |
13/11/2024 | 15,14% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 49 482 | 30 597 CHF | 3 523 CHF | 91,94% | 91,94% |
12/11/2024 | 13,51% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 34 575 CHF | 3 958 CHF | 98,14% | 98,14% |
11/11/2024 | 9,22% | 0,09 CHF | 0,10 CHF | 424 041 | 50 000 | 394 346 | 50 000 | 40 907 CHF | 5 696 CHF | 98,13% | 98,13% |
08/11/2024 | 9,00% | 0,10 CHF | 0,11 CHF | 427 219 | 25 000 | 393 005 | 25 000 | 41 735 CHF | 2 913 CHF | 94,59% | 94,59% |
07/11/2024 | 5,84% | 0,16 CHF | 0,17 CHF | 305 440 | 25 000 | 290 816 | 24 784 | 48 910 CHF | 4 421 CHF | 85,71% | 85,71% |