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 | 39,86% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 119 CHF | 2 271 CHF | 100,00% | 100,00% |
19/11/2024 | 47,16% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 8 706 CHF | 2 056 CHF | 99,94% | 99,94% |
18/11/2024 | 39,50% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 64 020 | 10 250 CHF | 1 958 CHF | 99,88% | 99,88% |
15/11/2024 | 35,81% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 331 033 | 61 300 | 9 705 CHF | 2 536 CHF | 99,81% | 99,81% |
14/11/2024 | 25,89% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 17 651 CHF | 3 398 CHF | 99,44% | 99,44% |
13/11/2024 | 41,98% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 74 376 | 9 629 CHF | 2 176 CHF | 98,81% | 98,81% |
12/11/2024 | 36,47% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 11 543 CHF | 2 482 CHF | 100,00% | 100,00% |
11/11/2024 | 26,24% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 16 840 CHF | 3 276 CHF | 99,90% | 99,90% |
08/11/2024 | 21,64% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 770 CHF | 3 866 CHF | 97,34% | 97,34% |
07/11/2024 | 15,74% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 72 310 | 30 072 CHF | 5 126 CHF | 95,53% | 95,53% |