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 | 9,76% | 0,17 CHF | 0,18 CHF | 142 171 | 50 000 | 142 190 | 50 000 | 23 085 CHF | 8 948 CHF | 13,87% | 98,49% |
19/11/2024 | 9,42% | 0,13 CHF | 0,14 CHF | 158 965 | 50 000 | 158 268 | 50 000 | 22 004 CHF | 7 655 CHF | 66,52% | 66,52% |
18/11/2024 | 15,22% | 0,12 CHF | 0,13 CHF | 164 853 | 50 000 | 184 950 | 43 327 | 18 631 CHF | 5 195 CHF | 99,15% | 99,15% |
15/11/2024 | 14,27% | 0,08 CHF | 0,09 CHF | 216 508 | 50 000 | 200 686 | 50 000 | 18 089 CHF | 5 244 CHF | 99,66% | 99,66% |
14/11/2024 | 8,22% | 0,18 CHF | 0,20 CHF | 124 397 | 50 000 | 131 505 | 50 000 | 21 677 CHF | 8 955 CHF | 99,27% | 99,27% |
13/11/2024 | 10,14% | 0,17 CHF | 0,18 CHF | 131 213 | 50 000 | 141 557 | 49 375 | 20 328 CHF | 7 859 CHF | 99,40% | 99,40% |
12/11/2024 | 10,48% | 0,15 CHF | 0,16 CHF | 135 910 | 50 000 | 137 438 | 50 000 | 20 460 CHF | 8 292 CHF | 100,00% | 100,00% |
11/11/2024 | 8,90% | 0,16 CHF | 0,18 CHF | 129 337 | 50 000 | 127 215 | 50 000 | 21 291 CHF | 9 156 CHF | 100,00% | 100,00% |
08/11/2024 | 10,63% | 0,16 CHF | 0,18 CHF | 133 753 | 50 000 | 131 714 | 50 000 | 20 512 CHF | 8 663 CHF | 100,00% | 100,00% |
07/11/2024 | 9,19% | 0,14 CHF | 0,15 CHF | 142 666 | 50 000 | 147 296 | 49 373 | 20 281 CHF | 7 469 CHF | 96,09% | 96,09% |