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 | 20,43% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 30 116 CHF | 5 543 CHF | 96,88% | 96,88% |
19/11/2024 | 18,10% | 0,06 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 33 670 CHF | 6 043 CHF | 96,71% | 96,71% |
18/11/2024 | 20,08% | 0,07 CHF | 0,09 CHF | 500 000 | 75 000 | 499 987 | 63 971 | 35 901 CHF | 5 439 CHF | 100,00% | 100,00% |
15/11/2024 | 13,88% | 0,09 CHF | 0,11 CHF | 481 286 | 50 000 | 427 271 | 50 000 | 47 317 CHF | 6 372 CHF | 76,74% | 76,74% |
14/11/2024 | 12,43% | 0,12 CHF | 0,14 CHF | 411 696 | 50 000 | 426 042 | 50 000 | 48 609 CHF | 6 485 CHF | 61,04% | 61,04% |
13/11/2024 | 11,64% | 0,11 CHF | 0,13 CHF | 422 123 | 50 000 | 366 352 | 49 601 | 49 919 CHF | 7 696 CHF | 75,42% | 75,42% |
12/11/2024 | 9,76% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 312 750 | 50 000 | 51 091 CHF | 9 018 CHF | 87,29% | 87,29% |
11/11/2024 | 7,13% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 285 341 | 50 000 | 50 642 CHF | 9 536 CHF | 99,46% | 99,46% |
08/11/2024 | 7,07% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 282 039 | 50 000 | 50 488 CHF | 9 611 CHF | 100,00% | 100,00% |
07/11/2024 | 6,15% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 271 954 | 48 746 | 51 143 CHF | 9 740 CHF | 99,05% | 99,05% |