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 | 9,49% | 0,09 CHF | 0,10 CHF | 340 557 | 50 000 | 320 965 | 50 000 | 32 281 CHF | 5 539 CHF | 100,00% | 100,00% |
19/11/2024 | 9,36% | 0,10 CHF | 0,11 CHF | 327 493 | 50 000 | 316 291 | 50 000 | 32 211 CHF | 5 597 CHF | 99,40% | 99,40% |
18/11/2024 | 11,86% | 0,11 CHF | 0,12 CHF | 321 509 | 50 000 | 343 028 | 44 487 | 33 187 CHF | 4 843 CHF | 100,00% | 100,00% |
15/11/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 367 108 | 50 000 | 371 524 | 50 000 | 32 415 CHF | 4 861 CHF | 100,00% | 100,00% |
14/11/2024 | 10,38% | 0,09 CHF | 0,10 CHF | 345 115 | 50 000 | 355 982 | 50 000 | 32 554 CHF | 5 075 CHF | 99,52% | 99,52% |
13/11/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 368 534 | 50 000 | 344 167 | 49 704 | 31 681 CHF | 5 084 CHF | 99,32% | 99,32% |
12/11/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 297 238 | 50 000 | 298 963 | 50 000 | 34 831 CHF | 6 326 CHF | 100,00% | 100,00% |
11/11/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 281 777 | 50 000 | 284 553 | 50 000 | 35 458 CHF | 6 733 CHF | 100,00% | 100,00% |
08/11/2024 | 9,02% | 0,12 CHF | 0,13 CHF | 295 610 | 50 000 | 317 253 | 50 000 | 33 657 CHF | 5 818 CHF | 100,00% | 100,00% |
07/11/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 317 121 | 50 000 | 319 337 | 48 703 | 33 517 CHF | 5 618 CHF | 99,13% | 99,13% |