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 | 11,40% | 0,08 CHF | 0,09 CHF | 409 974 | 50 000 | 382 636 | 50 000 | 31 736 CHF | 4 651 CHF | 100,00% | 100,00% |
19/11/2024 | 13,35% | 0,08 CHF | 0,09 CHF | 411 799 | 50 000 | 428 874 | 50 000 | 30 177 CHF | 4 029 CHF | 100,00% | 100,00% |
18/11/2024 | 14,46% | 0,07 CHF | 0,08 CHF | 402 803 | 50 000 | 408 854 | 44 486 | 29 155 CHF | 3 627 CHF | 100,00% | 100,00% |
15/11/2024 | 13,02% | 0,08 CHF | 0,09 CHF | 402 522 | 50 000 | 440 660 | 50 000 | 31 685 CHF | 4 114 CHF | 100,00% | 100,00% |
14/11/2024 | 15,21% | 0,07 CHF | 0,08 CHF | 448 098 | 50 000 | 489 596 | 50 000 | 29 841 CHF | 3 556 CHF | 99,22% | 99,22% |
13/11/2024 | 17,86% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 49 448 | 25 888 CHF | 3 059 CHF | 99,36% | 99,36% |
12/11/2024 | 15,40% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 499 974 | 50 000 | 29 964 CHF | 3 497 CHF | 100,00% | 100,00% |
11/11/2024 | 12,02% | 0,07 CHF | 0,08 CHF | 410 542 | 50 000 | 393 450 | 50 000 | 30 888 CHF | 4 435 CHF | 100,00% | 100,00% |
08/11/2024 | 24,88% | 0,07 CHF | 0,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 446 CHF | 1 855 CHF | 96,77% | 96,77% |
07/11/2024 | 11,96% | 0,09 CHF | 0,10 CHF | 388 754 | 50 000 | 390 254 | 48 696 | 31 912 CHF | 4 478 CHF | 98,73% | 98,73% |