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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 40,33% | 0,05 CHF | 0,07 CHF | 170 157 | 50 000 | 192 139 | 50 000 | 7 323 CHF | 2 863 CHF | 100,00% | 100,00% |
20/11/2024 | 44,96% | 0,03 CHF | 0,05 CHF | 250 089 | 50 000 | 192 111 | 50 000 | 6 784 CHF | 2 797 CHF | 100,00% | 100,00% |
19/11/2024 | 23,89% | 0,03 CHF | 0,04 CHF | 217 440 | 50 000 | 197 258 | 50 000 | 7 366 CHF | 2 387 CHF | 99,98% | 99,98% |
18/11/2024 | 18,04% | 0,04 CHF | 0,05 CHF | 201 166 | 50 000 | 161 854 | 44 486 | 9 829 CHF | 3 214 CHF | 100,00% | 100,00% |
15/11/2024 | 9,14% | 0,08 CHF | 0,09 CHF | 138 113 | 50 000 | 116 598 | 50 000 | 12 218 CHF | 5 769 CHF | 99,99% | 99,99% |
14/11/2024 | 6,70% | 0,14 CHF | 0,15 CHF | 98 932 | 50 000 | 101 059 | 50 000 | 14 589 CHF | 7 720 CHF | 99,52% | 99,52% |
13/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 108 750 | 50 000 | 103 482 | 49 704 | 13 897 CHF | 7 193 CHF | 99,32% | 99,32% |
12/11/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 109 571 | 50 000 | 105 895 | 50 000 | 13 798 CHF | 7 047 CHF | 100,00% | 100,00% |
11/11/2024 | 6,82% | 0,14 CHF | 0,15 CHF | 106 445 | 50 000 | 103 347 | 50 000 | 14 837 CHF | 7 689 CHF | 100,00% | 100,00% |
08/11/2024 | 6,49% | 0,14 CHF | 0,15 CHF | 100 400 | 50 000 | 101 208 | 50 000 | 15 091 CHF | 7 956 CHF | 100,00% | 100,00% |