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 | 29,59% | 0,10 CHF | 0,13 CHF | 185 288 | 75 000 | 187 643 | 75 000 | 18 790 CHF | 10 187 CHF | 100,00% | 100,00% |
19/11/2024 | 11,37% | 0,12 CHF | 0,14 CHF | 173 319 | 75 000 | 155 412 | 75 000 | 23 209 CHF | 12 632 CHF | 100,00% | 100,00% |
18/11/2024 | 9,75% | 0,18 CHF | 0,20 CHF | 136 067 | 50 000 | 133 413 | 43 766 | 29 338 CHF | 10 400 CHF | 88,43% | 88,43% |
15/11/2024 | 7,23% | 0,26 CHF | 0,28 CHF | 132 354 | 50 000 | 133 406 | 50 000 | 33 911 CHF | 13 719 CHF | 99,99% | 99,99% |
14/11/2024 | 4,64% | 0,37 CHF | 0,39 CHF | 106 836 | 50 000 | 100 014 | 50 000 | 43 666 CHF | 22 998 CHF | 99,52% | 99,52% |
13/11/2024 | 4,45% | 0,49 CHF | 0,51 CHF | 94 189 | 50 000 | 95 754 | 49 591 | 45 322 CHF | 24 603 CHF | 72,07% | 72,07% |
12/11/2024 | 4,39% | 0,63 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 496 CHF | 34 935 CHF | 72,74% | 72,74% |
11/11/2024 | 4,54% | 0,67 CHF | 0,70 CHF | 80 000 | 50 000 | 80 028 | 50 000 | 53 440 CHF | 34 939 CHF | 96,53% | 96,53% |
08/11/2024 | 5,21% | 0,63 CHF | 0,66 CHF | 84 603 | 50 000 | 86 757 | 50 000 | 50 449 CHF | 30 640 CHF | 84,58% | 84,58% |
07/11/2024 | 5,24% | 0,59 CHF | 0,62 CHF | 87 272 | 50 000 | 87 091 | 48 703 | 51 118 CHF | 30 110 CHF | 99,12% | 99,12% |