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 | 14,94% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 30 093 | 31 102 CHF | 2 216 CHF | 93,92% | 93,92% |
19/11/2024 | 17,89% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 29 800 | 25 537 CHF | 1 812 CHF | 99,65% | 99,65% |
18/11/2024 | 15,23% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 32 121 | 30 939 CHF | 2 210 CHF | 67,15% | 67,15% |
15/11/2024 | 11,07% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 29 797 | 42 974 CHF | 2 791 CHF | 99,66% | 99,66% |
14/11/2024 | 7,49% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 393 706 | 27 878 | 50 567 CHF | 3 795 CHF | 91,53% | 91,53% |
13/11/2024 | 6,70% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 339 314 | 30 551 | 50 545 CHF | 4 876 CHF | 90,86% | 90,86% |
12/11/2024 | 6,65% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 349 619 | 29 256 | 50 838 CHF | 4 525 CHF | 87,55% | 87,55% |
11/11/2024 | 5,98% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 314 410 | 28 853 | 50 999 CHF | 5 041 CHF | 97,37% | 97,37% |
08/11/2024 | 8,43% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 445 204 | 29 887 | 50 581 CHF | 3 800 CHF | 98,62% | 98,62% |
07/11/2024 | 11,81% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 29 935 | 39 912 CHF | 2 704 CHF | 97,62% | 97,62% |