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 | 25,69% | 0,05 CHF | 0,07 CHF | 500 000 | 75 000 | 499 758 | 75 000 | 28 543 CHF | 5 526 CHF | 96,88% | 96,88% |
19/11/2024 | 17,46% | 0,06 CHF | 0,08 CHF | 500 000 | 75 000 | 499 989 | 75 000 | 33 710 CHF | 6 013 CHF | 96,71% | 96,71% |
18/11/2024 | 19,54% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 485 144 | 63 971 | 35 601 CHF | 5 553 CHF | 100,00% | 100,00% |
15/11/2024 | 13,44% | 0,10 CHF | 0,11 CHF | 407 912 | 50 000 | 360 740 | 50 000 | 43 219 CHF | 6 863 CHF | 83,19% | 83,19% |
14/11/2024 | 12,88% | 0,13 CHF | 0,15 CHF | 347 166 | 50 000 | 358 239 | 50 000 | 44 267 CHF | 7 041 CHF | 99,27% | 99,27% |
13/11/2024 | 11,18% | 0,12 CHF | 0,14 CHF | 356 023 | 50 000 | 315 842 | 49 685 | 46 673 CHF | 8 291 CHF | 95,44% | 95,44% |
12/11/2024 | 8,09% | 0,18 CHF | 0,19 CHF | 279 708 | 50 000 | 273 193 | 50 000 | 49 809 CHF | 9 900 CHF | 61,73% | 61,73% |
11/11/2024 | 6,06% | 0,20 CHF | 0,21 CHF | 264 855 | 50 000 | 251 673 | 50 000 | 50 038 CHF | 10 566 CHF | 76,48% | 76,48% |
08/11/2024 | 6,29% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 248 750 | 50 000 | 50 050 CHF | 10 718 CHF | 100,00% | 100,00% |
07/11/2024 | 7,83% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 240 715 | 49 800 | 50 366 CHF | 11 276 CHF | 94,63% | 94,63% |