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 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 6,86% | 91,28% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 4,23% | 94,02% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 446 034 | 92 291 | 4 460 CHF | 1 846 CHF | 21,10% | 99,97% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 97,19% | 97,19% |
14/11/2024 | 64,84% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 342 CHF | 2 068 CHF | 87,40% | 87,40% |
13/11/2024 | 67,05% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 495 842 | 99 143 | 4 958 CHF | 1 989 CHF | 98,93% | 98,93% |
12/11/2024 | 42,27% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 9 654 CHF | 2 931 CHF | 96,49% | 96,49% |
11/11/2024 | 27,29% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 16 006 CHF | 4 201 CHF | 98,15% | 98,15% |
08/11/2024 | 37,92% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 10 908 CHF | 3 182 CHF | 98,64% | 98,64% |
07/11/2024 | 26,83% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 481 944 | 97 421 | 16 999 CHF | 4 416 CHF | 88,87% | 88,87% |