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 | 16,50% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 28 007 CHF | 4 951 CHF | 100,00% | 100,00% |
19/11/2024 | 16,56% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 27 936 CHF | 4 940 CHF | 99,92% | 99,92% |
18/11/2024 | 16,92% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 71 308 | 29 924 CHF | 5 032 CHF | 91,45% | 91,45% |
15/11/2024 | 12,98% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 36 131 CHF | 6 170 CHF | 100,00% | 100,00% |
14/11/2024 | 13,76% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 184 CHF | 5 878 CHF | 96,08% | 96,08% |
13/11/2024 | 15,98% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 74 351 | 28 938 CHF | 5 045 CHF | 84,33% | 84,33% |
12/11/2024 | 13,57% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 506 CHF | 5 926 CHF | 88,09% | 88,09% |
11/11/2024 | 15,93% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 469 118 | 72 496 | 29 018 CHF | 5 230 CHF | 74,49% | 74,49% |
08/11/2024 | 16,65% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 27 746 CHF | 4 912 CHF | 97,61% | 97,61% |
07/11/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 73 698 | 30 476 CHF | 5 258 CHF | 98,73% | 98,73% |