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 | 93,15% | 0,01 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 11 084 CHF | 1 507 CHF | 14,13% | 100,00% |
19/11/2024 | 71,35% | 0,03 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 14 334 CHF | 1 500 CHF | 99,99% | 99,99% |
18/11/2024 | 44,46% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 19 997 CHF | 1 493 CHF | 100,00% | 100,00% |
15/11/2024 | 27,76% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 498 811 | 24 970 | 28 785 CHF | 1 905 CHF | 100,00% | 100,00% |
14/11/2024 | 35,93% | 0,06 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 24 259 CHF | 1 710 CHF | 94,67% | 94,67% |
13/11/2024 | 83,91% | 0,03 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 49 418 | 12 426 CHF | 2 965 CHF | 99,25% | 99,25% |
12/11/2024 | 71,15% | 0,02 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 14 375 CHF | 1 500 CHF | 96,72% | 96,72% |
11/11/2024 | 29,37% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 26 807 CHF | 1 799 CHF | 100,00% | 100,00% |
08/11/2024 | 30,73% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 375 325 | 21 786 | 22 912 CHF | 1 810 CHF | 97,48% | 97,48% |
07/11/2024 | 7,37% | 0,27 CHF | 0,29 CHF | 190 000 | 25 000 | 189 327 | 24 731 | 51 276 CHF | 7 345 CHF | 95,57% | 95,57% |