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 | 65,39% | 0,01 CHF | 0,02 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 2 619 CHF | 3 072 CHF | 99,38% | 99,38% |
19/11/2024 | 62,15% | 0,01 CHF | 0,02 CHF | 250 000 | 150 000 | 250 000 | 146 224 | 2 923 CHF | 3 141 CHF | 99,38% | 99,38% |
18/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 250 000 | 150 000 | 250 000 | 131 839 | 5 000 CHF | 3 955 CHF | 99,38% | 99,38% |
15/11/2024 | 27,64% | 0,03 CHF | 0,04 CHF | 250 000 | 100 000 | 250 000 | 100 036 | 7 869 CHF | 4 149 CHF | 99,36% | 99,36% |
14/11/2024 | 25,61% | 0,04 CHF | 0,05 CHF | 250 000 | 75 000 | 250 000 | 99 461 | 8 667 CHF | 4 440 CHF | 99,38% | 99,38% |
13/11/2024 | 28,63% | 0,03 CHF | 0,04 CHF | 250 000 | 100 000 | 250 000 | 103 620 | 7 487 CHF | 4 137 CHF | 99,38% | 99,38% |
12/11/2024 | 28,41% | 0,03 CHF | 0,04 CHF | 250 000 | 100 000 | 250 000 | 104 308 | 7 563 CHF | 4 197 CHF | 99,15% | 99,15% |
11/11/2024 | 22,04% | 0,04 CHF | 0,05 CHF | 250 000 | 100 000 | 250 000 | 84 112 | 10 115 CHF | 4 240 CHF | 99,38% | 99,38% |
08/11/2024 | 21,49% | 0,04 CHF | 0,05 CHF | 250 000 | 75 000 | 250 000 | 94 081 | 10 455 CHF | 4 840 CHF | 99,37% | 99,37% |
07/11/2024 | 17,15% | 0,05 CHF | 0,06 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 13 418 CHF | 4 775 CHF | 96,22% | 96,22% |