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 | 8,77% | 0,09 CHF | 0,10 CHF | 203 797 | 50 000 | 202 373 | 50 000 | 24 657 CHF | 6 649 CHF | 100,00% | 100,00% |
19/11/2024 | 12,20% | 0,09 CHF | 0,11 CHF | 202 853 | 50 000 | 203 623 | 50 000 | 17 223 CHF | 4 771 CHF | 100,00% | 100,00% |
18/11/2024 | 8,61% | 0,13 CHF | 0,14 CHF | 202 308 | 50 000 | 203 142 | 50 000 | 23 423 CHF | 6 283 CHF | 100,00% | 100,00% |
15/11/2024 | 10,84% | 0,06 CHF | 0,07 CHF | 206 273 | 50 000 | 204 128 | 50 000 | 20 859 CHF | 5 673 CHF | 100,00% | 100,00% |
14/11/2024 | 7,74% | 0,14 CHF | 0,15 CHF | 202 140 | 50 000 | 202 702 | 50 000 | 27 857 CHF | 7 424 CHF | 99,52% | 99,52% |
13/11/2024 | 8,35% | 0,11 CHF | 0,12 CHF | 202 917 | 50 000 | 201 681 | 49 700 | 25 655 CHF | 6 865 CHF | 98,35% | 98,35% |
12/11/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 200 022 | 50 000 | 198 844 | 50 000 | 36 971 CHF | 9 851 CHF | 99,93% | 99,93% |
11/11/2024 | 4,31% | 0,24 CHF | 0,25 CHF | 196 429 | 50 000 | 196 095 | 50 000 | 46 469 CHF | 12 370 CHF | 100,00% | 100,00% |
08/11/2024 | 6,23% | 0,18 CHF | 0,19 CHF | 197 514 | 50 000 | 197 234 | 50 000 | 35 030 CHF | 9 451 CHF | 100,00% | 100,00% |
07/11/2024 | 6,16% | 0,15 CHF | 0,17 CHF | 198 340 | 50 000 | 197 642 | 48 695 | 36 167 CHF | 9 478 CHF | 98,50% | 98,50% |