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 | 16,79% | 0,05 CHF | 0,06 CHF | 425 000 | 425 000 | 379 508 | 379 509 | 20 700 CHF | 24 495 CHF | 99,97% | 99,97% |
19/11/2024 | 19,61% | 0,05 CHF | 0,06 CHF | 425 000 | 425 000 | 464 409 | 292 784 | 21 367 CHF | 16 555 CHF | 99,77% | 99,77% |
18/11/2024 | 19,59% | 0,05 CHF | 0,06 CHF | 475 000 | 250 000 | 478 723 | 286 405 | 22 062 CHF | 16 196 CHF | 99,89% | 99,89% |
15/11/2024 | 19,96% | 0,05 CHF | 0,06 CHF | 475 000 | 250 000 | 492 911 | 299 162 | 22 223 CHF | 16 775 CHF | 100,00% | 100,00% |
14/11/2024 | 21,56% | 0,05 CHF | 0,06 CHF | 475 000 | 250 000 | 572 268 | 254 527 | 23 664 CHF | 13 136 CHF | 99,58% | 99,58% |
13/11/2024 | 21,75% | 0,04 CHF | 0,05 CHF | 700 000 | 250 000 | 600 404 | 250 000 | 24 561 CHF | 12 777 CHF | 99,94% | 99,94% |
12/11/2024 | 18,07% | 0,05 CHF | 0,06 CHF | 475 000 | 250 000 | 420 354 | 388 235 | 21 170 CHF | 23 606 CHF | 99,76% | 99,76% |
11/11/2024 | 14,27% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 301 963 | 301 963 | 19 651 CHF | 22 671 CHF | 99,81% | 99,81% |
08/11/2024 | 14,44% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 316 754 | 316 754 | 20 356 CHF | 23 523 CHF | 99,83% | 99,83% |
07/11/2024 | 13,03% | 0,08 CHF | 0,09 CHF | 250 000 | 250 000 | 275 620 | 275 620 | 19 757 CHF | 22 513 CHF | 99,88% | 99,88% |