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 | 16,74% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 29 268 CHF | 3 459 CHF | 92,81% | 92,81% |
19/11/2024 | 18,40% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 000 CHF | 3 007 CHF | 99,53% | 99,53% |
18/11/2024 | 21,18% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 27 445 CHF | 2 999 CHF | 100,00% | 100,00% |
15/11/2024 | 21,81% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 23 553 CHF | 2 924 CHF | 92,47% | 92,47% |
14/11/2024 | 20,50% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 000 CHF | 3 077 CHF | 98,20% | 98,20% |
13/11/2024 | 19,81% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 49 700 | 25 919 CHF | 3 141 CHF | 98,35% | 98,35% |
12/11/2024 | 15,78% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 32 560 CHF | 3 811 CHF | 97,69% | 97,69% |
11/11/2024 | 12,69% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 39 589 CHF | 4 493 CHF | 100,00% | 100,00% |
08/11/2024 | 17,52% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 32 049 CHF | 3 818 CHF | 96,30% | 96,30% |
07/11/2024 | 14,97% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 48 588 | 34 053 CHF | 3 840 CHF | 91,03% | 91,03% |