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 | 10,33% | 0,07 CHF | 0,08 CHF | 117 347 | 50 000 | 116 691 | 50 000 | 11 022 CHF | 5 226 CHF | 100,00% | 100,00% |
19/11/2024 | 10,16% | 0,10 CHF | 0,11 CHF | 116 292 | 50 000 | 116 464 | 50 000 | 11 073 CHF | 5 256 CHF | 99,40% | 99,40% |
18/11/2024 | 11,68% | 0,11 CHF | 0,12 CHF | 116 501 | 50 000 | 117 435 | 50 000 | 9 664 CHF | 4 616 CHF | 100,00% | 100,00% |
15/11/2024 | 17,73% | 0,05 CHF | 0,06 CHF | 118 836 | 50 000 | 118 508 | 50 000 | 6 208 CHF | 3 120 CHF | 85,50% | 100,00% |
14/11/2024 | 14,36% | 0,07 CHF | 0,08 CHF | 118 084 | 50 000 | 118 212 | 50 000 | 7 703 CHF | 3 758 CHF | 99,52% | 99,52% |
13/11/2024 | 14,29% | 0,05 CHF | 0,06 CHF | 118 167 | 50 000 | 117 335 | 49 677 | 7 968 CHF | 3 880 CHF | 91,11% | 99,32% |
12/11/2024 | 7,55% | 0,11 CHF | 0,12 CHF | 115 977 | 50 000 | 115 394 | 50 000 | 14 730 CHF | 6 883 CHF | 100,00% | 100,00% |
11/11/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 114 631 | 50 000 | 114 520 | 50 000 | 16 970 CHF | 7 910 CHF | 100,00% | 100,00% |
08/11/2024 | 9,68% | 0,14 CHF | 0,15 CHF | 114 082 | 50 000 | 115 055 | 50 000 | 11 709 CHF | 5 592 CHF | 100,00% | 100,00% |
07/11/2024 | 10,71% | 0,08 CHF | 0,09 CHF | 115 574 | 50 000 | 115 650 | 48 704 | 10 797 CHF | 5 055 CHF | 99,13% | 99,13% |