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 | 35,29% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 25 336 CHF | 1 810 CHF | 100,00% | 100,00% |
19/11/2024 | 32,88% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 25 481 CHF | 1 774 CHF | 100,00% | 100,00% |
18/11/2024 | 43,14% | 0,06 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 23 790 CHF | 1 749 CHF | 100,00% | 100,00% |
15/11/2024 | 32,55% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 26 731 CHF | 1 854 CHF | 100,00% | 100,00% |
14/11/2024 | 29,65% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 29 116 CHF | 1 960 CHF | 99,52% | 99,52% |
13/11/2024 | 26,68% | 0,06 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 24 941 | 33 932 CHF | 2 212 CHF | 99,32% | 99,32% |
12/11/2024 | 25,18% | 0,07 CHF | 0,09 CHF | 500 000 | 25 000 | 478 060 | 25 000 | 38 753 CHF | 2 618 CHF | 100,00% | 100,00% |
11/11/2024 | 19,73% | 0,10 CHF | 0,12 CHF | 409 261 | 25 000 | 441 563 | 25 000 | 42 510 CHF | 2 932 CHF | 100,00% | 100,00% |
08/11/2024 | 24,23% | 0,09 CHF | 0,11 CHF | 449 293 | 25 000 | 450 775 | 25 000 | 40 900 CHF | 2 896 CHF | 100,00% | 100,00% |
07/11/2024 | 21,35% | 0,10 CHF | 0,12 CHF | 441 117 | 25 000 | 428 737 | 24 769 | 42 524 CHF | 3 043 CHF | 98,53% | 98,53% |