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 | 60,16% | 0,02 CHF | 0,04 CHF | 347 947 | 50 000 | 287 927 | 50 000 | 8 560 CHF | 2 763 CHF | 92,55% | 92,55% |
19/11/2024 | 37,89% | 0,03 CHF | 0,05 CHF | 327 875 | 50 000 | 337 531 | 50 000 | 9 785 CHF | 2 147 CHF | 97,39% | 97,39% |
18/11/2024 | 26,45% | 0,04 CHF | 0,05 CHF | 305 375 | 50 000 | 292 500 | 43 384 | 11 826 CHF | 2 239 CHF | 100,00% | 100,00% |
15/11/2024 | 21,65% | 0,05 CHF | 0,07 CHF | 252 048 | 50 000 | 247 771 | 50 000 | 12 956 CHF | 3 266 CHF | 100,00% | 100,00% |
14/11/2024 | 19,17% | 0,05 CHF | 0,07 CHF | 240 940 | 50 000 | 234 878 | 50 000 | 13 788 CHF | 3 557 CHF | 99,27% | 99,27% |
13/11/2024 | 20,35% | 0,05 CHF | 0,07 CHF | 247 755 | 50 000 | 239 484 | 49 376 | 13 157 CHF | 3 345 CHF | 99,40% | 99,40% |
12/11/2024 | 13,08% | 0,06 CHF | 0,08 CHF | 214 265 | 50 000 | 197 757 | 50 000 | 15 238 CHF | 4 391 CHF | 100,00% | 100,00% |
11/11/2024 | 14,75% | 0,09 CHF | 0,10 CHF | 172 038 | 50 000 | 171 377 | 50 000 | 15 447 CHF | 5 226 CHF | 97,52% | 97,52% |
08/11/2024 | 17,06% | 0,07 CHF | 0,09 CHF | 205 947 | 50 000 | 213 078 | 50 000 | 14 405 CHF | 4 008 CHF | 50,83% | 50,83% |
07/11/2024 | 18,05% | 0,07 CHF | 0,08 CHF | 206 165 | 50 000 | 205 780 | 48 494 | 14 720 CHF | 4 167 CHF | 82,71% | 82,71% |