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 | 18,16% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 25 035 CHF | 1 502 CHF | 96,64% | 96,64% |
19/11/2024 | 17,82% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 25 639 CHF | 1 532 CHF | 99,68% | 99,68% |
18/11/2024 | 15,84% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 30 000 CHF | 1 680 CHF | 100,00% | 100,00% |
15/11/2024 | 13,17% | 0,07 CHF | 0,08 CHF | 454 677 | 25 000 | 456 390 | 25 000 | 32 424 CHF | 2 026 CHF | 100,00% | 100,00% |
14/11/2024 | 12,02% | 0,08 CHF | 0,09 CHF | 458 287 | 25 000 | 457 717 | 25 000 | 35 868 CHF | 2 209 CHF | 93,90% | 93,90% |
13/11/2024 | 12,20% | 0,07 CHF | 0,08 CHF | 453 004 | 25 000 | 457 653 | 24 963 | 35 364 CHF | 2 177 CHF | 96,70% | 96,70% |
12/11/2024 | 10,73% | 0,08 CHF | 0,09 CHF | 413 741 | 25 000 | 394 192 | 25 000 | 34 898 CHF | 2 470 CHF | 99,63% | 99,63% |
11/11/2024 | 8,57% | 0,11 CHF | 0,12 CHF | 322 338 | 25 000 | 334 201 | 25 000 | 37 449 CHF | 3 055 CHF | 100,00% | 100,00% |
08/11/2024 | 10,12% | 0,10 CHF | 0,11 CHF | 384 266 | 25 000 | 378 625 | 25 000 | 35 612 CHF | 2 601 CHF | 100,00% | 100,00% |
07/11/2024 | 9,46% | 0,10 CHF | 0,11 CHF | 349 461 | 25 000 | 356 381 | 24 892 | 36 422 CHF | 2 797 CHF | 95,98% | 95,98% |