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 | 8,54% | 0,11 CHF | 0,12 CHF | 223 644 | 50 000 | 212 570 | 50 000 | 25 990 CHF | 6 669 CHF | 100,00% | 100,00% |
19/11/2024 | 9,04% | 0,12 CHF | 0,13 CHF | 222 756 | 50 000 | 216 869 | 50 000 | 26 157 CHF | 6 612 CHF | 99,99% | 99,99% |
18/11/2024 | 10,88% | 0,14 CHF | 0,15 CHF | 191 812 | 50 000 | 189 959 | 44 486 | 26 666 CHF | 6 912 CHF | 100,00% | 100,00% |
15/11/2024 | 6,74% | 0,16 CHF | 0,17 CHF | 179 290 | 50 000 | 180 866 | 50 000 | 28 774 CHF | 8 513 CHF | 100,00% | 100,00% |
14/11/2024 | 6,64% | 0,16 CHF | 0,17 CHF | 174 172 | 50 000 | 179 776 | 50 000 | 28 997 CHF | 8 625 CHF | 97,75% | 97,75% |
13/11/2024 | 8,02% | 0,14 CHF | 0,15 CHF | 192 353 | 50 000 | 185 663 | 49 710 | 27 366 CHF | 7 954 CHF | 99,36% | 99,36% |
12/11/2024 | 6,66% | 0,16 CHF | 0,17 CHF | 176 863 | 50 000 | 159 615 | 50 000 | 29 777 CHF | 9 991 CHF | 100,00% | 100,00% |
11/11/2024 | 5,68% | 0,22 CHF | 0,23 CHF | 145 257 | 50 000 | 144 413 | 50 000 | 31 457 CHF | 11 531 CHF | 100,00% | 100,00% |
08/11/2024 | 5,99% | 0,19 CHF | 0,20 CHF | 162 174 | 50 000 | 160 464 | 50 000 | 29 991 CHF | 9 927 CHF | 99,47% | 99,47% |
07/11/2024 | 6,95% | 0,20 CHF | 0,22 CHF | 151 230 | 50 000 | 169 504 | 48 736 | 29 743 CHF | 9 219 CHF | 95,06% | 95,06% |