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 | 12,40% | 0,11 CHF | 0,13 CHF | 208 714 | 50 000 | 203 058 | 50 000 | 24 014 CHF | 6 704 CHF | 100,00% | 100,00% |
19/11/2024 | 9,58% | 0,11 CHF | 0,12 CHF | 208 997 | 50 000 | 223 432 | 50 000 | 22 288 CHF | 5 503 CHF | 99,95% | 99,95% |
18/11/2024 | 9,05% | 0,11 CHF | 0,12 CHF | 214 924 | 50 000 | 221 401 | 44 486 | 23 882 CHF | 5 215 CHF | 100,00% | 100,00% |
15/11/2024 | 8,63% | 0,12 CHF | 0,13 CHF | 218 546 | 50 000 | 227 918 | 50 000 | 25 308 CHF | 6 070 CHF | 100,00% | 100,00% |
14/11/2024 | 10,81% | 0,10 CHF | 0,11 CHF | 233 181 | 50 000 | 261 263 | 50 000 | 22 948 CHF | 4 913 CHF | 99,21% | 99,21% |
13/11/2024 | 12,52% | 0,08 CHF | 0,09 CHF | 284 611 | 50 000 | 281 265 | 49 448 | 21 289 CHF | 4 245 CHF | 99,35% | 99,35% |
12/11/2024 | 11,28% | 0,08 CHF | 0,09 CHF | 266 954 | 50 000 | 268 731 | 50 000 | 22 554 CHF | 4 698 CHF | 100,00% | 100,00% |
11/11/2024 | 7,74% | 0,11 CHF | 0,12 CHF | 224 020 | 50 000 | 216 009 | 50 000 | 26 913 CHF | 6 747 CHF | 100,00% | 100,00% |
08/11/2024 | 18,40% | 0,10 CHF | 0,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 259 CHF | 2 714 CHF | 96,75% | 96,75% |
07/11/2024 | 7,33% | 0,15 CHF | 0,16 CHF | 222 415 | 50 000 | 232 271 | 48 696 | 31 558 CHF | 7 112 CHF | 98,73% | 98,73% |