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 | 9,11% | 0,10 CHF | 0,11 CHF | 109 727 | 50 000 | 109 357 | 50 000 | 11 476 CHF | 5 747 CHF | 100,00% | 100,00% |
19/11/2024 | 14,09% | 0,07 CHF | 0,08 CHF | 111 248 | 50 000 | 111 827 | 50 000 | 7 475 CHF | 3 844 CHF | 99,94% | 99,94% |
18/11/2024 | 11,42% | 0,08 CHF | 0,09 CHF | 110 927 | 50 000 | 111 054 | 50 000 | 9 204 CHF | 4 645 CHF | 99,64% | 99,64% |
15/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 111 367 | 50 000 | 111 110 | 50 000 | 9 776 CHF | 4 901 CHF | 93,97% | 93,97% |
14/11/2024 | 8,15% | 0,12 CHF | 0,13 CHF | 109 249 | 50 000 | 109 109 | 50 000 | 12 888 CHF | 6 407 CHF | 99,44% | 99,44% |
13/11/2024 | 7,83% | 0,12 CHF | 0,13 CHF | 108 139 | 50 000 | 108 177 | 49 819 | 13 391 CHF | 6 668 CHF | 98,88% | 98,88% |
12/11/2024 | 6,46% | 0,14 CHF | 0,15 CHF | 106 844 | 50 000 | 106 037 | 50 000 | 15 900 CHF | 7 998 CHF | 97,96% | 97,96% |
11/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 104 575 | 50 000 | 104 212 | 50 000 | 18 648 CHF | 9 449 CHF | 77,73% | 77,73% |
08/11/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 103 665 | 50 000 | 102 857 | 50 000 | 19 337 CHF | 9 901 CHF | 88,69% | 88,69% |
07/11/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 102 504 | 50 000 | 102 623 | 48 703 | 20 355 CHF | 10 160 CHF | 99,06% | 99,06% |