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 | 22,60% | 0,04 CHF | 0,05 CHF | 493 009 | 25 000 | 492 326 | 25 000 | 19 396 CHF | 1 235 CHF | 69,94% | 69,94% |
19/11/2024 | 27,84% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 496 504 | 25 000 | 15 435 CHF | 1 029 CHF | 99,58% | 99,58% |
18/11/2024 | 20,37% | 0,05 CHF | 0,06 CHF | 437 455 | 25 000 | 465 022 | 23 897 | 22 684 CHF | 1 431 CHF | 100,00% | 100,00% |
15/11/2024 | 16,83% | 0,05 CHF | 0,06 CHF | 456 342 | 25 000 | 410 274 | 25 000 | 22 447 CHF | 1 621 CHF | 92,00% | 92,00% |
14/11/2024 | 13,85% | 0,07 CHF | 0,08 CHF | 342 518 | 25 000 | 363 905 | 25 000 | 24 532 CHF | 1 937 CHF | 93,90% | 93,90% |
13/11/2024 | 14,61% | 0,07 CHF | 0,08 CHF | 377 803 | 25 000 | 366 678 | 24 962 | 23 375 CHF | 1 842 CHF | 94,20% | 94,20% |
12/11/2024 | 12,69% | 0,07 CHF | 0,08 CHF | 330 863 | 25 000 | 317 121 | 25 000 | 23 421 CHF | 2 103 CHF | 70,38% | 70,38% |
11/11/2024 | 9,28% | 0,11 CHF | 0,12 CHF | 259 262 | 25 000 | 261 972 | 25 000 | 27 011 CHF | 2 832 CHF | 100,00% | 100,00% |
08/11/2024 | 11,54% | 0,09 CHF | 0,10 CHF | 285 062 | 25 000 | 299 868 | 25 000 | 24 555 CHF | 2 299 CHF | 99,69% | 99,69% |
07/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 278 622 | 25 000 | 283 862 | 24 892 | 26 122 CHF | 2 545 CHF | 95,98% | 95,98% |