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 | 9,61% | 0,10 CHF | 0,12 CHF | 437 230 | 75 000 | 436 364 | 75 000 | 43 906 CHF | 8 309 CHF | 100,00% | 100,00% |
19/11/2024 | 10,76% | 0,10 CHF | 0,11 CHF | 467 769 | 75 000 | 466 173 | 75 000 | 42 641 CHF | 7 648 CHF | 99,40% | 99,40% |
18/11/2024 | 12,29% | 0,10 CHF | 0,11 CHF | 470 837 | 75 000 | 462 522 | 69 487 | 44 721 CHF | 7 556 CHF | 100,00% | 100,00% |
15/11/2024 | 8,45% | 0,11 CHF | 0,12 CHF | 416 996 | 75 000 | 403 401 | 75 000 | 46 747 CHF | 9 469 CHF | 46,06% | 46,06% |
14/11/2024 | 8,37% | 0,13 CHF | 0,14 CHF | 391 133 | 75 000 | 402 443 | 75 000 | 48 757 CHF | 9 945 CHF | 30,15% | 30,15% |
13/11/2024 | 7,21% | 0,14 CHF | 0,15 CHF | 352 521 | 75 000 | 344 371 | 73 831 | 49 818 CHF | 11 477 CHF | 47,36% | 47,36% |
12/11/2024 | 6,35% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 306 556 | 75 000 | 50 963 CHF | 13 302 CHF | 64,11% | 64,11% |
11/11/2024 | 5,89% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 264 136 | 75 000 | 50 534 CHF | 15 250 CHF | 100,00% | 100,00% |
08/11/2024 | 5,58% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 245 819 | 75 000 | 50 377 CHF | 16 281 CHF | 100,00% | 100,00% |
07/11/2024 | 4,71% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 186 269 | 72 407 | 49 581 CHF | 20 292 CHF | 99,12% | 99,12% |