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 | 11,17% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 482 863 | 50 000 | 50 257 CHF | 5 830 CHF | 100,00% | 100,00% |
19/11/2024 | 10,26% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 499 794 | 50 000 | 49 952 CHF | 5 539 CHF | 99,99% | 99,99% |
18/11/2024 | 15,77% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 43 025 CHF | 4 465 CHF | 100,00% | 100,00% |
15/11/2024 | 13,05% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 42 558 CHF | 4 847 CHF | 100,00% | 100,00% |
14/11/2024 | 10,44% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 499 994 | 50 000 | 49 664 CHF | 5 512 CHF | 98,83% | 98,83% |
13/11/2024 | 11,72% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 498 639 | 49 680 | 46 743 CHF | 5 237 CHF | 92,01% | 92,01% |
12/11/2024 | 10,87% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 457 651 | 50 000 | 50 522 CHF | 6 164 CHF | 100,00% | 100,00% |
11/11/2024 | 9,19% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 412 158 | 50 000 | 50 479 CHF | 6 722 CHF | 99,81% | 99,81% |
08/11/2024 | 10,42% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 460 687 | 50 000 | 50 520 CHF | 6 094 CHF | 100,00% | 100,00% |
07/11/2024 | 10,88% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 466 359 | 48 703 | 50 420 CHF | 5 863 CHF | 99,13% | 99,13% |