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 | 19,99% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 22 757 CHF | 5 551 CHF | 11,58% | 11,65% |
19/11/2024 | - | 0,06 CHF | 0,10 CHF | 500 000 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
18/11/2024 | 14,18% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 33 097 CHF | 7 619 CHF | 100,00% | 100,00% |
15/11/2024 | 12,24% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 38 501 CHF | 8 700 CHF | 99,99% | 99,99% |
14/11/2024 | 18,75% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 929 CHF | 6 186 CHF | 99,43% | 99,52% |
13/11/2024 | 16,53% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 99 703 | 28 370 CHF | 6 658 CHF | 99,32% | 99,32% |
12/11/2024 | 11,81% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 40 167 CHF | 9 033 CHF | 100,00% | 100,00% |
11/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 339 853 | 100 000 | 50 962 CHF | 16 007 CHF | 100,00% | 100,00% |
08/11/2024 | 6,75% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 354 551 | 100 000 | 50 744 CHF | 15 358 CHF | 100,00% | 100,00% |
07/11/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 269 019 | 98 703 | 50 660 CHF | 19 737 CHF | 99,13% | 99,13% |