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 | 18,81% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 14 459 CHF | 5 820 CHF | 99,38% | 99,38% |
19/11/2024 | 20,41% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 13 230 CHF | 5 410 CHF | 99,37% | 99,37% |
18/11/2024 | 17,63% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 15 561 CHF | 6 187 CHF | 99,23% | 99,23% |
15/11/2024 | 14,67% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 18 960 CHF | 7 320 CHF | 99,37% | 99,37% |
14/11/2024 | 13,51% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 704 CHF | 7 901 CHF | 99,38% | 99,38% |
13/11/2024 | 15,51% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 17 871 CHF | 6 957 CHF | 99,37% | 99,37% |
12/11/2024 | 14,41% | 0,06 CHF | 0,07 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 96 699 CHF | 7 447 CHF | 99,38% | 99,38% |
11/11/2024 | 12,91% | 0,07 CHF | 0,08 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 108 758 CHF | 8 251 CHF | 99,37% | 99,37% |
08/11/2024 | 13,77% | 0,07 CHF | 0,08 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 101 568 CHF | 7 771 CHF | 99,38% | 99,38% |
07/11/2024 | 12,67% | 0,07 CHF | 0,08 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 110 961 CHF | 8 397 CHF | 99,29% | 99,29% |