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 | 7,70% | 0,12 CHF | 0,13 CHF | 362 698 | 50 000 | 336 507 | 50 000 | 42 069 CHF | 6 760 CHF | 100,00% | 100,00% |
19/11/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 343 504 | 50 000 | 328 551 | 50 000 | 43 456 CHF | 7 118 CHF | 99,99% | 99,99% |
18/11/2024 | 8,54% | 0,13 CHF | 0,14 CHF | 324 546 | 50 000 | 339 313 | 44 487 | 43 674 CHF | 6 237 CHF | 100,00% | 100,00% |
15/11/2024 | 8,02% | 0,13 CHF | 0,14 CHF | 351 506 | 50 000 | 354 411 | 50 000 | 42 425 CHF | 6 487 CHF | 97,60% | 97,60% |
14/11/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 352 984 | 50 000 | 354 813 | 50 000 | 43 743 CHF | 6 667 CHF | 96,15% | 96,15% |
13/11/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 422 167 | 50 000 | 400 588 | 49 711 | 40 357 CHF | 5 509 CHF | 99,36% | 99,36% |
12/11/2024 | 8,83% | 0,11 CHF | 0,12 CHF | 393 968 | 50 000 | 381 536 | 50 000 | 41 350 CHF | 5 924 CHF | 100,00% | 100,00% |
11/11/2024 | 6,49% | 0,13 CHF | 0,14 CHF | 326 293 | 50 000 | 299 558 | 50 000 | 44 793 CHF | 8 010 CHF | 99,48% | 99,48% |
08/11/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 286 267 | 50 000 | 274 596 | 50 000 | 46 625 CHF | 8 998 CHF | 97,53% | 97,53% |
07/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 285 910 | 50 000 | 280 333 | 48 629 | 47 660 CHF | 8 788 CHF | 93,73% | 93,73% |