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 | 100,00% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 2 250 CHF | 10,68% | 100,00% |
19/11/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 499 995 | 75 000 | 5 000 CHF | 2 250 CHF | 70,17% | 97,59% |
18/11/2024 | 97,31% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 498 390 | 67 178 | 5 382 CHF | 2 037 CHF | 71,58% | 96,88% |
15/11/2024 | 32,68% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 17 084 CHF | 2 325 CHF | 75,93% | 75,93% |
14/11/2024 | 14,42% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 36 640 CHF | 4 229 CHF | 99,44% | 99,44% |
13/11/2024 | 15,86% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 49 818 | 32 781 CHF | 3 827 CHF | 98,88% | 98,88% |
12/11/2024 | 12,58% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 499 813 | 50 000 | 40 319 CHF | 4 568 CHF | 87,66% | 87,66% |
11/11/2024 | 14,39% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 37 431 CHF | 4 319 CHF | 98,45% | 98,45% |
08/11/2024 | 18,35% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 29 022 CHF | 3 486 CHF | 100,00% | 100,00% |
07/11/2024 | 19,14% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 477 766 | 72 384 | 27 022 CHF | 4 852 CHF | 98,36% | 98,36% |