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 | 10,30% | 0,07 CHF | 0,08 CHF | 202 261 | 50 000 | 200 244 | 50 000 | 18 718 CHF | 5 176 CHF | 100,00% | 100,00% |
19/11/2024 | 11,29% | 0,10 CHF | 0,11 CHF | 199 547 | 50 000 | 200 543 | 50 000 | 17 107 CHF | 4 769 CHF | 100,00% | 100,00% |
18/11/2024 | 7,44% | 0,12 CHF | 0,13 CHF | 197 831 | 50 000 | 197 390 | 50 000 | 25 704 CHF | 7 013 CHF | 100,00% | 100,00% |
15/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 194 927 | 50 000 | 194 473 | 50 000 | 33 195 CHF | 9 036 CHF | 100,00% | 100,00% |
14/11/2024 | 7,52% | 0,17 CHF | 0,18 CHF | 194 822 | 50 000 | 198 019 | 50 000 | 26 318 CHF | 7 162 CHF | 99,44% | 99,44% |
13/11/2024 | 8,38% | 0,11 CHF | 0,12 CHF | 199 233 | 50 000 | 197 946 | 49 519 | 22 921 CHF | 6 232 CHF | 98,88% | 98,88% |
12/11/2024 | 6,96% | 0,11 CHF | 0,12 CHF | 198 247 | 50 000 | 195 746 | 50 000 | 27 223 CHF | 7 455 CHF | 100,00% | 100,00% |
11/11/2024 | 4,29% | 0,20 CHF | 0,21 CHF | 190 129 | 50 000 | 187 752 | 50 000 | 42 911 CHF | 11 931 CHF | 100,00% | 100,00% |
08/11/2024 | 4,20% | 0,21 CHF | 0,22 CHF | 187 994 | 25 000 | 185 997 | 25 000 | 43 474 CHF | 6 096 CHF | 92,76% | 92,76% |
07/11/2024 | 2,80% | 0,33 CHF | 0,34 CHF | 160 000 | 25 000 | 144 798 | 24 740 | 51 563 CHF | 9 069 CHF | 99,06% | 99,06% |