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 | 27,34% | 0,06 CHF | 0,08 CHF | 414 885 | 75 000 | 406 181 | 75 000 | 24 187 CHF | 5 903 CHF | 100,00% | 100,00% |
19/11/2024 | 19,91% | 0,07 CHF | 0,08 CHF | 372 965 | 75 000 | 331 196 | 75 000 | 26 067 CHF | 7 241 CHF | 100,00% | 100,00% |
18/11/2024 | 18,46% | 0,10 CHF | 0,11 CHF | 289 361 | 50 000 | 271 213 | 44 487 | 29 320 CHF | 5 711 CHF | 100,00% | 100,00% |
15/11/2024 | 14,29% | 0,13 CHF | 0,15 CHF | 252 953 | 50 000 | 255 390 | 50 000 | 31 618 CHF | 7 182 CHF | 99,99% | 99,99% |
14/11/2024 | 8,80% | 0,19 CHF | 0,21 CHF | 186 804 | 50 000 | 168 793 | 50 000 | 37 860 CHF | 12 368 CHF | 99,52% | 99,52% |
13/11/2024 | 7,60% | 0,29 CHF | 0,31 CHF | 142 755 | 50 000 | 153 155 | 49 696 | 39 609 CHF | 13 956 CHF | 97,02% | 97,02% |
12/11/2024 | 5,48% | 0,34 CHF | 0,36 CHF | 126 469 | 50 000 | 121 476 | 50 000 | 44 689 CHF | 19 438 CHF | 100,00% | 100,00% |
11/11/2024 | 5,37% | 0,37 CHF | 0,39 CHF | 118 621 | 50 000 | 119 680 | 50 000 | 43 851 CHF | 19 340 CHF | 96,53% | 96,53% |
08/11/2024 | 6,63% | 0,34 CHF | 0,36 CHF | 126 816 | 50 000 | 132 604 | 50 000 | 41 335 CHF | 16 665 CHF | 92,92% | 92,92% |
07/11/2024 | 6,94% | 0,31 CHF | 0,33 CHF | 132 066 | 50 000 | 132 460 | 48 703 | 41 377 CHF | 16 295 CHF | 99,12% | 99,12% |