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 | 46,82% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 8 966 CHF | 2 825 CHF | 84,74% | 84,74% |
19/11/2024 | 41,71% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 9 812 CHF | 2 962 CHF | 96,91% | 96,91% |
18/11/2024 | 41,95% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 88 969 | 11 093 CHF | 2 947 CHF | 99,97% | 99,97% |
15/11/2024 | 24,64% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 18 098 CHF | 4 620 CHF | 99,90% | 99,90% |
14/11/2024 | 23,38% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 19 398 CHF | 4 880 CHF | 98,33% | 98,33% |
13/11/2024 | 22,80% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 99 143 | 19 962 CHF | 4 957 CHF | 98,93% | 98,93% |
12/11/2024 | 14,08% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 499 681 | 100 000 | 33 374 CHF | 7 679 CHF | 96,49% | 96,49% |
11/11/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 453 639 | 100 000 | 443 809 | 100 000 | 40 158 CHF | 10 060 CHF | 98,15% | 98,15% |
08/11/2024 | 14,26% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 491 778 | 100 000 | 32 446 CHF | 7 628 CHF | 98,64% | 98,64% |
07/11/2024 | 10,59% | 0,10 CHF | 0,11 CHF | 407 474 | 100 000 | 439 294 | 97 610 | 40 571 CHF | 10 122 CHF | 95,91% | 95,91% |