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 | 7,21% | 0,13 CHF | 0,14 CHF | 109 456 | 50 000 | 109 466 | 50 000 | 14 650 CHF | 7 192 CHF | 100,00% | 100,00% |
19/11/2024 | 9,84% | 0,10 CHF | 0,11 CHF | 111 120 | 50 000 | 111 694 | 50 000 | 10 851 CHF | 5 359 CHF | 70,65% | 70,65% |
18/11/2024 | 8,52% | 0,11 CHF | 0,12 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 12 518 CHF | 6 132 CHF | 99,64% | 99,64% |
15/11/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 111 265 | 50 000 | 111 105 | 50 000 | 12 966 CHF | 6 336 CHF | 100,00% | 100,00% |
14/11/2024 | 6,62% | 0,15 CHF | 0,16 CHF | 109 011 | 50 000 | 109 087 | 50 000 | 15 955 CHF | 7 814 CHF | 99,44% | 99,44% |
13/11/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 108 146 | 50 000 | 108 128 | 49 819 | 16 320 CHF | 8 023 CHF | 98,88% | 98,88% |
12/11/2024 | 5,47% | 0,17 CHF | 0,18 CHF | 107 168 | 50 000 | 106 351 | 50 000 | 18 938 CHF | 9 404 CHF | 97,96% | 97,96% |
11/11/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 104 524 | 50 000 | 104 189 | 50 000 | 21 652 CHF | 10 892 CHF | 77,73% | 77,73% |
08/11/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 103 507 | 50 000 | 102 731 | 50 000 | 22 332 CHF | 11 370 CHF | 88,69% | 88,69% |
07/11/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 102 313 | 50 000 | 102 545 | 48 703 | 23 302 CHF | 11 576 CHF | 99,06% | 99,06% |