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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 27,56% | 0,06 CHF | 0,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 14 959 CHF | 6 570 CHF | 100,00% | 100,00% |
20/11/2024 | 31,69% | 0,05 CHF | 0,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 12 258 CHF | 5 614 CHF | 100,00% | 100,00% |
19/11/2024 | 19,52% | 0,05 CHF | 0,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 10 703 CHF | 4 329 CHF | 97,59% | 97,59% |
18/11/2024 | 21,97% | 0,05 CHF | 0,06 CHF | 225 000 | 75 000 | 191 959 | 63 999 | 9 202 CHF | 3 777 CHF | 99,75% | 99,75% |
15/11/2024 | 8,64% | 0,07 CHF | 0,08 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 19 445 CHF | 7 038 CHF | 78,43% | 78,43% |
14/11/2024 | 4,41% | 0,25 CHF | 0,26 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 36 776 CHF | 12 810 CHF | 99,43% | 99,43% |
13/11/2024 | 4,84% | 0,25 CHF | 0,26 CHF | 150 000 | 50 000 | 149 454 | 49 818 | 33 552 CHF | 11 735 CHF | 98,88% | 98,88% |
12/11/2024 | 4,11% | 0,27 CHF | 0,28 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 38 941 CHF | 13 521 CHF | 87,66% | 87,66% |
11/11/2024 | 4,64% | 0,24 CHF | 0,25 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 36 496 CHF | 12 742 CHF | 98,45% | 98,45% |
08/11/2024 | 5,39% | 0,21 CHF | 0,23 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 29 952 CHF | 10 536 CHF | 100,00% | 100,00% |