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 | 18,31% | 0,05 CHF | 0,06 CHF | 486 623 | 50 000 | 441 891 | 50 000 | 25 461 CHF | 3 467 CHF | 100,00% | 100,00% |
19/11/2024 | 25,05% | 0,05 CHF | 0,07 CHF | 495 832 | 50 000 | 489 161 | 50 000 | 24 614 CHF | 3 247 CHF | 100,00% | 100,00% |
18/11/2024 | 19,11% | 0,06 CHF | 0,07 CHF | 481 195 | 50 000 | 464 845 | 43 384 | 27 697 CHF | 3 083 CHF | 100,00% | 100,00% |
15/11/2024 | 20,71% | 0,06 CHF | 0,08 CHF | 442 834 | 50 000 | 438 600 | 50 000 | 27 336 CHF | 3 839 CHF | 100,00% | 100,00% |
14/11/2024 | 15,13% | 0,06 CHF | 0,08 CHF | 420 834 | 50 000 | 425 082 | 50 000 | 29 256 CHF | 4 000 CHF | 99,27% | 99,27% |
13/11/2024 | 18,39% | 0,06 CHF | 0,08 CHF | 434 720 | 50 000 | 426 465 | 49 375 | 26 813 CHF | 3 737 CHF | 99,40% | 99,40% |
12/11/2024 | 12,84% | 0,07 CHF | 0,08 CHF | 394 238 | 50 000 | 387 709 | 50 000 | 30 282 CHF | 4 439 CHF | 100,00% | 100,00% |
11/11/2024 | 14,36% | 0,09 CHF | 0,10 CHF | 347 294 | 50 000 | 351 435 | 50 000 | 30 478 CHF | 4 999 CHF | 100,00% | 100,00% |
08/11/2024 | 15,11% | 0,07 CHF | 0,08 CHF | 386 105 | 50 000 | 390 577 | 50 000 | 27 340 CHF | 4 076 CHF | 100,00% | 100,00% |
07/11/2024 | 18,50% | 0,07 CHF | 0,09 CHF | 384 938 | 50 000 | 389 351 | 48 743 | 28 297 CHF | 4 264 CHF | 99,06% | 99,06% |