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 | 18,25% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 792 CHF | 3 096 CHF | 98,83% | 98,83% |
19/11/2024 | 22,36% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 098 CHF | 3 150 CHF | 95,59% | 95,59% |
18/11/2024 | 28,02% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 44 465 | 26 716 CHF | 3 121 CHF | 99,64% | 99,64% |
15/11/2024 | 18,75% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 458 310 | 50 000 | 30 940 CHF | 4 079 CHF | 100,00% | 100,00% |
14/11/2024 | 17,18% | 0,09 CHF | 0,10 CHF | 390 161 | 50 000 | 378 432 | 50 000 | 33 117 CHF | 5 200 CHF | 99,44% | 99,44% |
13/11/2024 | 15,22% | 0,10 CHF | 0,11 CHF | 358 532 | 50 000 | 362 366 | 49 557 | 34 085 CHF | 5 425 CHF | 98,88% | 98,88% |
12/11/2024 | 11,84% | 0,11 CHF | 0,12 CHF | 332 806 | 50 000 | 314 269 | 50 000 | 34 995 CHF | 6 272 CHF | 100,00% | 100,00% |
11/11/2024 | 10,04% | 0,12 CHF | 0,13 CHF | 299 034 | 50 000 | 286 931 | 50 000 | 36 234 CHF | 6 989 CHF | 100,00% | 100,00% |
08/11/2024 | 12,18% | 0,12 CHF | 0,13 CHF | 304 500 | 50 000 | 303 619 | 50 000 | 35 230 CHF | 6 553 CHF | 100,00% | 100,00% |
07/11/2024 | 12,71% | 0,12 CHF | 0,13 CHF | 295 168 | 50 000 | 308 289 | 48 703 | 35 300 CHF | 6 337 CHF | 99,06% | 99,06% |