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 | 20,23% | 0,07 CHF | 0,09 CHF | 211 439 | 50 000 | 193 122 | 50 000 | 16 318 CHF | 5 195 CHF | 100,00% | 100,00% |
19/11/2024 | 10,65% | 0,09 CHF | 0,10 CHF | 198 684 | 50 000 | 193 572 | 50 000 | 17 297 CHF | 4 992 CHF | 99,37% | 99,37% |
18/11/2024 | 13,49% | 0,10 CHF | 0,11 CHF | 190 935 | 50 000 | 208 365 | 44 487 | 17 452 CHF | 4 275 CHF | 100,00% | 100,00% |
15/11/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 241 239 | 50 000 | 235 582 | 50 000 | 16 457 CHF | 3 996 CHF | 100,00% | 100,00% |
14/11/2024 | 11,97% | 0,08 CHF | 0,09 CHF | 225 280 | 50 000 | 222 135 | 50 000 | 17 475 CHF | 4 436 CHF | 99,52% | 99,52% |
13/11/2024 | 12,10% | 0,07 CHF | 0,08 CHF | 231 249 | 50 000 | 216 143 | 49 704 | 17 236 CHF | 4 488 CHF | 99,31% | 99,31% |
12/11/2024 | 8,20% | 0,11 CHF | 0,12 CHF | 178 312 | 50 000 | 176 956 | 50 000 | 20 714 CHF | 6 354 CHF | 100,00% | 100,00% |
11/11/2024 | 7,34% | 0,13 CHF | 0,14 CHF | 172 251 | 50 000 | 168 416 | 50 000 | 22 144 CHF | 7 078 CHF | 100,00% | 100,00% |
08/11/2024 | 9,34% | 0,12 CHF | 0,13 CHF | 171 791 | 50 000 | 195 761 | 50 000 | 20 128 CHF | 5 669 CHF | 100,00% | 100,00% |
07/11/2024 | 9,83% | 0,09 CHF | 0,10 CHF | 201 145 | 50 000 | 197 619 | 48 704 | 19 975 CHF | 5 428 CHF | 99,13% | 99,13% |