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 | 10,53% | 0,09 CHF | 0,10 CHF | 298 815 | 50 000 | 298 815 | 50 000 | 26 893 CHF | 5 000 CHF | 100,00% | 100,00% |
19/11/2024 | 11,84% | 0,08 CHF | 0,09 CHF | 327 559 | 50 000 | 323 821 | 50 000 | 25 742 CHF | 4 475 CHF | 99,94% | 99,94% |
18/11/2024 | 13,58% | 0,08 CHF | 0,09 CHF | 295 523 | 50 000 | 298 217 | 44 466 | 24 168 CHF | 4 101 CHF | 99,64% | 99,64% |
15/11/2024 | 11,06% | 0,08 CHF | 0,09 CHF | 296 829 | 50 000 | 298 800 | 50 000 | 25 604 CHF | 4 783 CHF | 100,00% | 100,00% |
14/11/2024 | 9,80% | 0,10 CHF | 0,11 CHF | 276 525 | 50 000 | 275 152 | 50 000 | 26 754 CHF | 5 363 CHF | 99,44% | 99,44% |
13/11/2024 | 9,60% | 0,10 CHF | 0,11 CHF | 265 085 | 50 000 | 261 985 | 49 819 | 26 171 CHF | 5 477 CHF | 98,88% | 98,88% |
12/11/2024 | 8,87% | 0,11 CHF | 0,12 CHF | 245 921 | 50 000 | 252 430 | 50 000 | 27 241 CHF | 5 895 CHF | 99,99% | 99,99% |
11/11/2024 | 7,97% | 0,11 CHF | 0,12 CHF | 234 830 | 50 000 | 222 905 | 50 000 | 26 872 CHF | 6 528 CHF | 100,00% | 100,00% |
08/11/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 221 230 | 50 000 | 221 340 | 50 000 | 27 284 CHF | 6 663 CHF | 88,69% | 88,69% |
07/11/2024 | 7,48% | 0,13 CHF | 0,14 CHF | 212 308 | 50 000 | 219 480 | 48 703 | 28 274 CHF | 6 760 CHF | 99,06% | 99,06% |