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 | 37,50% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 6 655 CHF | 3 218 CHF | 95,85% | 95,85% |
19/11/2024 | 38,83% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 6 306 CHF | 3 102 CHF | 99,33% | 99,33% |
18/11/2024 | 41,12% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 266 906 | 88 969 | 5 851 CHF | 2 898 CHF | 99,97% | 99,97% |
15/11/2024 | 30,62% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 8 463 CHF | 3 821 CHF | 100,00% | 100,00% |
14/11/2024 | 30,53% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 8 485 CHF | 3 828 CHF | 99,09% | 99,09% |
13/11/2024 | 30,37% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 297 430 | 99 143 | 8 450 CHF | 3 808 CHF | 98,94% | 98,94% |
12/11/2024 | 23,24% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 11 519 CHF | 4 840 CHF | 96,49% | 96,49% |
11/11/2024 | 22,17% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 040 CHF | 5 013 CHF | 98,15% | 98,15% |
08/11/2024 | 27,15% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 673 CHF | 4 224 CHF | 98,85% | 98,85% |
07/11/2024 | 20,08% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 292 833 | 97 611 | 13 303 CHF | 5 410 CHF | 95,95% | 95,95% |