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 | 19,99% | 0,10 CHF | 0,12 CHF | 271 597 | 75 000 | 274 384 | 75 000 | 26 134 CHF | 8 728 CHF | 100,00% | 100,00% |
19/11/2024 | 11,67% | 0,09 CHF | 0,10 CHF | 304 653 | 75 000 | 302 724 | 75 000 | 26 326 CHF | 7 336 CHF | 99,40% | 99,40% |
18/11/2024 | 12,46% | 0,10 CHF | 0,11 CHF | 274 482 | 75 000 | 285 711 | 69 487 | 27 297 CHF | 7 474 CHF | 100,00% | 100,00% |
15/11/2024 | 8,02% | 0,11 CHF | 0,12 CHF | 269 642 | 75 000 | 244 024 | 75 000 | 33 147 CHF | 11 074 CHF | 100,00% | 100,00% |
14/11/2024 | 7,73% | 0,14 CHF | 0,15 CHF | 236 820 | 75 000 | 244 839 | 75 000 | 33 448 CHF | 11 124 CHF | 99,52% | 99,52% |
13/11/2024 | 6,15% | 0,17 CHF | 0,18 CHF | 222 465 | 75 000 | 212 417 | 74 442 | 37 848 CHF | 14 110 CHF | 99,32% | 99,32% |
12/11/2024 | 5,40% | 0,20 CHF | 0,21 CHF | 199 880 | 75 000 | 198 868 | 75 000 | 42 150 CHF | 16 786 CHF | 98,29% | 98,29% |
11/11/2024 | 5,68% | 0,24 CHF | 0,25 CHF | 189 228 | 75 000 | 184 649 | 75 000 | 47 554 CHF | 20 490 CHF | 27,74% | 27,74% |
08/11/2024 | 5,93% | 0,25 CHF | 0,26 CHF | 185 550 | 75 000 | 179 991 | 75 000 | 48 840 CHF | 21 621 CHF | 46,31% | 46,31% |
07/11/2024 | 6,05% | 0,35 CHF | 0,38 CHF | 150 000 | 75 000 | 137 786 | 71 817 | 51 822 CHF | 28 694 CHF | 80,73% | 80,73% |