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 | 38,88% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 21 213 CHF | 1 568 CHF | 100,00% | 100,00% |
19/11/2024 | 40,14% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 20 483 CHF | 1 538 CHF | 100,00% | 100,00% |
18/11/2024 | 48,31% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 19 549 CHF | 1 514 CHF | 100,00% | 100,00% |
15/11/2024 | 38,90% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 22 404 CHF | 1 657 CHF | 100,00% | 100,00% |
14/11/2024 | 35,67% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 24 269 CHF | 1 737 CHF | 99,52% | 99,52% |
13/11/2024 | 31,38% | 0,05 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 24 941 | 30 484 CHF | 2 081 CHF | 99,32% | 99,32% |
12/11/2024 | 26,30% | 0,06 CHF | 0,08 CHF | 500 000 | 25 000 | 446 744 | 25 000 | 34 035 CHF | 2 489 CHF | 100,00% | 100,00% |
11/11/2024 | 20,72% | 0,10 CHF | 0,12 CHF | 363 775 | 25 000 | 401 797 | 25 000 | 37 049 CHF | 2 841 CHF | 100,00% | 100,00% |
08/11/2024 | 21,64% | 0,09 CHF | 0,11 CHF | 418 961 | 25 000 | 412 188 | 25 000 | 35 932 CHF | 2 709 CHF | 100,00% | 100,00% |
07/11/2024 | 20,19% | 0,09 CHF | 0,12 CHF | 382 571 | 25 000 | 392 105 | 24 769 | 38 175 CHF | 2 949 CHF | 98,53% | 98,53% |