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 | 16,96% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 32 753 CHF | 12 918 CHF | 99,38% | 99,38% |
19/11/2024 | 17,76% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 660 051 | 220 017 | 34 034 CHF | 13 545 CHF | 99,37% | 99,37% |
18/11/2024 | 16,56% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 601 107 | 200 369 | 33 533 CHF | 13 181 CHF | 99,37% | 99,37% |
15/11/2024 | 15,47% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 614 087 | 204 696 | 36 844 CHF | 14 328 CHF | 99,36% | 99,36% |
14/11/2024 | 20,45% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 734 966 | 244 989 | 32 556 CHF | 13 302 CHF | 99,38% | 99,38% |
13/11/2024 | 22,42% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 29 762 CHF | 12 421 CHF | 99,37% | 99,37% |
12/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 30 000 CHF | 12 500 CHF | 99,15% | 99,15% |
11/11/2024 | 14,57% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 599 966 | 200 000 | 38 570 CHF | 14 857 CHF | 99,38% | 99,38% |
08/11/2024 | 24,69% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 249 966 | 27 277 CHF | 11 591 CHF | 99,38% | 99,38% |
07/11/2024 | 14,55% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 602 610 | 200 870 | 38 605 CHF | 14 877 CHF | 98,58% | 98,58% |