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 | 18,29% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 31 307 CHF | 5 643 CHF | 96,88% | 96,88% |
19/11/2024 | 16,00% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 34 125 CHF | 6 000 CHF | 82,18% | 82,18% |
18/11/2024 | 20,09% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 36 574 CHF | 5 564 CHF | 100,00% | 100,00% |
15/11/2024 | 14,06% | 0,11 CHF | 0,12 CHF | 498 792 | 50 000 | 457 001 | 50 000 | 50 581 CHF | 6 377 CHF | 70,71% | 70,71% |
14/11/2024 | 10,92% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 448 754 | 50 000 | 50 426 CHF | 6 287 CHF | 99,27% | 99,27% |
13/11/2024 | 11,51% | 0,11 CHF | 0,13 CHF | 460 000 | 50 000 | 391 656 | 49 685 | 50 707 CHF | 7 299 CHF | 95,44% | 95,44% |
12/11/2024 | 10,36% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 332 273 | 50 000 | 51 041 CHF | 8 531 CHF | 87,29% | 87,29% |
11/11/2024 | 7,92% | 0,17 CHF | 0,19 CHF | 300 000 | 50 000 | 306 005 | 50 000 | 51 060 CHF | 9 036 CHF | 99,46% | 99,46% |
08/11/2024 | 7,25% | 0,17 CHF | 0,19 CHF | 300 000 | 50 000 | 301 887 | 50 000 | 51 011 CHF | 9 089 CHF | 100,00% | 100,00% |
07/11/2024 | 8,26% | 0,17 CHF | 0,19 CHF | 300 000 | 50 000 | 290 009 | 48 746 | 50 696 CHF | 9 253 CHF | 99,05% | 99,05% |