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 | 18,45% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 24 669 CHF | 4 450 CHF | 100,00% | 100,00% |
19/11/2024 | 21,77% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 559 CHF | 3 834 CHF | 100,00% | 100,00% |
18/11/2024 | 22,20% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 69 486 | 21 637 CHF | 3 719 CHF | 100,00% | 100,00% |
15/11/2024 | 18,37% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 24 769 CHF | 4 465 CHF | 100,00% | 100,00% |
14/11/2024 | 15,55% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 706 CHF | 5 206 CHF | 99,27% | 99,27% |
13/11/2024 | 14,37% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 74 437 | 32 855 CHF | 5 642 CHF | 99,40% | 99,40% |
12/11/2024 | 13,22% | 0,07 CHF | 0,08 CHF | 492 807 | 75 000 | 496 095 | 75 000 | 35 168 CHF | 6 070 CHF | 100,00% | 100,00% |
11/11/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 455 425 | 75 000 | 455 307 | 75 000 | 36 627 CHF | 6 783 CHF | 100,00% | 100,00% |
08/11/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 455 060 | 75 000 | 454 420 | 75 000 | 37 209 CHF | 6 890 CHF | 100,00% | 100,00% |
07/11/2024 | 10,25% | 0,09 CHF | 0,10 CHF | 413 468 | 75 000 | 416 984 | 73 704 | 40 327 CHF | 7 906 CHF | 99,23% | 99,23% |