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 | 33,77% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 055 CHF | 3 188 CHF | 96,88% | 96,88% |
19/11/2024 | 33,63% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 17 461 CHF | 3 659 CHF | 96,71% | 96,71% |
18/11/2024 | 36,94% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 19 070 CHF | 3 411 CHF | 100,00% | 100,00% |
15/11/2024 | 20,17% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 482 563 | 50 000 | 34 724 CHF | 4 403 CHF | 83,19% | 83,19% |
14/11/2024 | 18,37% | 0,08 CHF | 0,10 CHF | 461 823 | 50 000 | 478 473 | 50 000 | 35 754 CHF | 4 507 CHF | 99,27% | 99,27% |
13/11/2024 | 15,18% | 0,07 CHF | 0,09 CHF | 479 354 | 50 000 | 413 329 | 49 685 | 38 821 CHF | 5 512 CHF | 95,44% | 95,44% |
12/11/2024 | 11,51% | 0,12 CHF | 0,13 CHF | 351 808 | 50 000 | 351 029 | 50 000 | 42 299 CHF | 6 772 CHF | 87,29% | 87,29% |
11/11/2024 | 14,22% | 0,14 CHF | 0,16 CHF | 310 438 | 50 000 | 319 003 | 50 000 | 41 695 CHF | 7 536 CHF | 99,46% | 99,46% |
08/11/2024 | 12,78% | 0,14 CHF | 0,15 CHF | 314 458 | 50 000 | 321 546 | 50 000 | 42 683 CHF | 7 541 CHF | 100,00% | 100,00% |
07/11/2024 | 13,51% | 0,14 CHF | 0,15 CHF | 316 905 | 50 000 | 313 945 | 48 746 | 43 711 CHF | 7 761 CHF | 99,05% | 99,05% |