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 | 12,84% | 0,10 CHF | 0,12 CHF | 368 686 | 50 000 | 368 234 | 50 000 | 37 276 CHF | 5 759 CHF | 100,00% | 100,00% |
19/11/2024 | 12,11% | 0,10 CHF | 0,11 CHF | 392 035 | 50 000 | 403 946 | 50 000 | 36 389 CHF | 5 088 CHF | 99,40% | 99,40% |
18/11/2024 | 15,00% | 0,09 CHF | 0,10 CHF | 421 650 | 50 000 | 417 128 | 43 384 | 36 283 CHF | 4 358 CHF | 100,00% | 100,00% |
15/11/2024 | 11,94% | 0,08 CHF | 0,09 CHF | 426 945 | 50 000 | 385 906 | 50 000 | 35 838 CHF | 5 260 CHF | 100,00% | 100,00% |
14/11/2024 | 12,99% | 0,10 CHF | 0,12 CHF | 357 270 | 50 000 | 359 576 | 50 000 | 37 331 CHF | 5 913 CHF | 99,52% | 99,52% |
13/11/2024 | 11,25% | 0,11 CHF | 0,12 CHF | 358 023 | 50 000 | 333 052 | 49 383 | 38 184 CHF | 6 334 CHF | 99,32% | 99,32% |
12/11/2024 | 8,37% | 0,12 CHF | 0,13 CHF | 318 197 | 50 000 | 300 526 | 50 000 | 40 717 CHF | 7 368 CHF | 100,00% | 100,00% |
11/11/2024 | 8,18% | 0,13 CHF | 0,14 CHF | 314 143 | 50 000 | 302 811 | 50 000 | 39 339 CHF | 7 051 CHF | 100,00% | 100,00% |
08/11/2024 | 8,44% | 0,13 CHF | 0,14 CHF | 298 274 | 50 000 | 306 809 | 50 000 | 39 441 CHF | 6 993 CHF | 100,00% | 100,00% |
07/11/2024 | 11,02% | 0,12 CHF | 0,13 CHF | 333 132 | 50 000 | 339 644 | 48 444 | 38 745 CHF | 6 155 CHF | 99,13% | 99,13% |