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 | 13,38% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 34 902 CHF | 7 980 CHF | 100,00% | 100,00% |
19/11/2024 | 14,42% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 32 353 CHF | 7 471 CHF | 100,00% | 100,00% |
18/11/2024 | 17,72% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 88 971 | 31 391 CHF | 6 616 CHF | 100,00% | 100,00% |
15/11/2024 | 13,47% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 34 664 CHF | 7 933 CHF | 100,00% | 100,00% |
14/11/2024 | 14,91% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 31 221 CHF | 7 244 CHF | 98,35% | 98,35% |
13/11/2024 | 17,36% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 99 092 | 26 813 CHF | 6 311 CHF | 91,93% | 91,93% |
12/11/2024 | 11,96% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 39 512 CHF | 8 902 CHF | 100,00% | 100,00% |
11/11/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 490 537 | 100 000 | 457 980 | 100 000 | 50 590 CHF | 12 051 CHF | 83,64% | 83,64% |
08/11/2024 | 9,14% | 0,10 CHF | 0,11 CHF | 484 975 | 100 000 | 473 722 | 100 000 | 49 521 CHF | 11 467 CHF | 50,77% | 50,77% |
07/11/2024 | 8,90% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 460 687 | 98 906 | 50 569 CHF | 11 869 CHF | 94,20% | 94,20% |