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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 0,04 CHF | 0,09 CHF | 410 537 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
22/11/2024 | 16,46% | 0,06 CHF | 0,07 CHF | 430 879 | 50 000 | 429 720 | 50 000 | 24 149 CHF | 3 308 CHF | 100,00% | 100,00% |
20/11/2024 | 14,49% | 0,06 CHF | 0,07 CHF | 438 346 | 50 000 | 394 201 | 50 000 | 25 358 CHF | 3 722 CHF | 100,00% | 100,00% |
19/11/2024 | 16,19% | 0,06 CHF | 0,07 CHF | 430 329 | 50 000 | 426 387 | 50 000 | 24 396 CHF | 3 370 CHF | 100,00% | 100,00% |
18/11/2024 | 20,59% | 0,07 CHF | 0,08 CHF | 385 875 | 50 000 | 379 838 | 44 486 | 23 439 CHF | 3 332 CHF | 100,00% | 100,00% |
15/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 311 499 | 50 000 | 311 499 | 50 000 | 24 920 CHF | 4 500 CHF | 100,00% | 100,00% |
14/11/2024 | 9,76% | 0,09 CHF | 0,10 CHF | 285 770 | 50 000 | 271 843 | 50 000 | 26 628 CHF | 5 405 CHF | 99,27% | 99,27% |
13/11/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 264 157 | 50 000 | 265 873 | 49 694 | 27 173 CHF | 5 585 CHF | 98,49% | 98,49% |
12/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 266 538 | 50 000 | 266 478 | 50 000 | 26 649 CHF | 5 502 CHF | 100,00% | 100,00% |
11/11/2024 | 8,23% | 0,12 CHF | 0,13 CHF | 247 039 | 50 000 | 252 179 | 50 000 | 29 655 CHF | 6 386 CHF | 100,00% | 100,00% |