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 | 22,04% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 21 327 CHF | 3 987 CHF | 100,00% | 100,00% |
19/11/2024 | 22,99% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 567 CHF | 3 693 CHF | 97,59% | 97,59% |
18/11/2024 | 27,04% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 406 206 | 63 965 | 15 933 CHF | 3 232 CHF | 99,94% | 99,94% |
15/11/2024 | 14,24% | 0,05 CHF | 0,06 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 11 358 CHF | 4 352 CHF | 78,43% | 78,43% |
14/11/2024 | 9,81% | 0,11 CHF | 0,12 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 15 945 CHF | 5 862 CHF | 99,44% | 99,44% |
13/11/2024 | 11,12% | 0,11 CHF | 0,12 CHF | 150 000 | 50 000 | 149 455 | 49 818 | 14 801 CHF | 5 510 CHF | 98,88% | 98,88% |
12/11/2024 | 9,43% | 0,11 CHF | 0,12 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 16 661 CHF | 6 101 CHF | 87,66% | 87,66% |
11/11/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 16 137 CHF | 5 915 CHF | 98,45% | 98,45% |
08/11/2024 | 10,66% | 0,10 CHF | 0,11 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 14 876 CHF | 5 516 CHF | 100,00% | 100,00% |
07/11/2024 | 11,40% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 476 759 | 72 384 | 45 600 CHF | 7 708 CHF | 98,36% | 98,36% |