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 | 750 000 | 250 000 | 750 000 | 250 000 | 7 500 CHF | 5 000 CHF | 99,38% | 99,38% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 7 500 CHF | 5 000 CHF | 99,36% | 99,36% |
18/11/2024 | 66,26% | 0,01 CHF | 0,02 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 7 614 CHF | 5 038 CHF | 99,36% | 99,36% |
15/11/2024 | 49,20% | 0,01 CHF | 0,02 CHF | 750 000 | 250 000 | 750 000 | 249 921 | 12 414 CHF | 6 636 CHF | 99,34% | 99,34% |
14/11/2024 | 24,76% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 659 540 | 219 847 | 23 386 CHF | 9 994 CHF | 99,38% | 99,38% |
13/11/2024 | 17,19% | 0,04 CHF | 0,05 CHF | 600 000 | 200 000 | 563 708 | 187 857 | 30 414 CHF | 12 014 CHF | 99,03% | 99,03% |
12/11/2024 | 10,46% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 449 977 | 150 000 | 41 292 CHF | 15 265 CHF | 99,14% | 99,14% |
11/11/2024 | 11,03% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 466 932 | 155 651 | 41 587 CHF | 15 420 CHF | 99,13% | 99,13% |
08/11/2024 | 15,83% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 566 171 | 191 685 | 33 092 CHF | 13 155 CHF | 99,37% | 99,37% |
07/11/2024 | 24,03% | 0,04 CHF | 0,05 CHF | 600 000 | 200 000 | 734 464 | 244 821 | 27 242 CHF | 11 529 CHF | 98,56% | 98,56% |