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 | 36,12% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 17 534 CHF | 3 758 CHF | 96,88% | 96,88% |
19/11/2024 | 28,56% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 281 CHF | 4 069 CHF | 96,71% | 96,71% |
18/11/2024 | 33,11% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 21 629 CHF | 3 742 CHF | 100,00% | 100,00% |
15/11/2024 | 15,07% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 38 246 CHF | 4 437 CHF | 83,19% | 83,19% |
14/11/2024 | 17,33% | 0,08 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 38 887 CHF | 4 629 CHF | 99,27% | 99,27% |
13/11/2024 | 15,10% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 464 705 | 49 685 | 43 602 CHF | 5 476 CHF | 95,44% | 95,44% |
12/11/2024 | 14,28% | 0,11 CHF | 0,13 CHF | 409 411 | 50 000 | 407 819 | 50 000 | 46 464 CHF | 6 574 CHF | 87,29% | 87,29% |
11/11/2024 | 10,31% | 0,13 CHF | 0,15 CHF | 363 899 | 50 000 | 378 345 | 50 000 | 48 029 CHF | 7 036 CHF | 99,46% | 99,46% |
08/11/2024 | 9,18% | 0,14 CHF | 0,15 CHF | 377 125 | 50 000 | 377 025 | 50 000 | 48 545 CHF | 7 057 CHF | 91,92% | 91,92% |
07/11/2024 | 14,18% | 0,13 CHF | 0,15 CHF | 375 608 | 50 000 | 365 458 | 48 667 | 47 469 CHF | 7 276 CHF | 93,20% | 93,20% |