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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 21,09% | 0,05 CHF | 0,06 CHF | 377 362 | 50 000 | 406 856 | 50 000 | 17 335 CHF | 2 641 CHF | 100,00% | 100,00% |
20/11/2024 | 21,69% | 0,04 CHF | 0,05 CHF | 372 522 | 50 000 | 368 990 | 50 000 | 15 215 CHF | 2 566 CHF | 100,00% | 100,00% |
19/11/2024 | 22,04% | 0,04 CHF | 0,05 CHF | 371 850 | 50 000 | 369 867 | 50 000 | 14 964 CHF | 2 522 CHF | 100,00% | 100,00% |
18/11/2024 | 22,64% | 0,04 CHF | 0,05 CHF | 371 891 | 50 000 | 344 918 | 44 486 | 16 240 CHF | 2 591 CHF | 100,00% | 100,00% |
15/11/2024 | 13,94% | 0,06 CHF | 0,07 CHF | 285 619 | 50 000 | 266 727 | 50 000 | 17 826 CHF | 3 853 CHF | 100,00% | 100,00% |
14/11/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 237 035 | 50 000 | 244 323 | 50 000 | 20 325 CHF | 4 679 CHF | 99,52% | 99,52% |
13/11/2024 | 12,06% | 0,08 CHF | 0,09 CHF | 260 055 | 50 000 | 248 678 | 49 704 | 19 815 CHF | 4 469 CHF | 99,32% | 99,32% |
12/11/2024 | 12,20% | 0,08 CHF | 0,09 CHF | 261 481 | 50 000 | 244 763 | 50 000 | 19 079 CHF | 4 411 CHF | 100,00% | 100,00% |
11/11/2024 | 11,37% | 0,08 CHF | 0,09 CHF | 238 478 | 50 000 | 238 561 | 50 000 | 19 837 CHF | 4 657 CHF | 100,00% | 100,00% |
08/11/2024 | 11,01% | 0,08 CHF | 0,09 CHF | 236 706 | 50 000 | 237 527 | 50 000 | 20 452 CHF | 4 803 CHF | 100,00% | 100,00% |