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 | 59,60% | 0,05 CHF | 0,10 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 356 CHF | 660 CHF | 99,64% | 99,64% |
19/11/2024 | 59,71% | 0,07 CHF | 0,12 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 369 CHF | 673 CHF | 99,64% | 99,64% |
18/11/2024 | 72,43% | 0,07 CHF | 0,12 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 294 CHF | 599 CHF | 99,64% | 99,64% |
15/11/2024 | 13,70% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 60 505 | 34 104 CHF | 4 662 CHF | 98,73% | 98,73% |
14/11/2024 | 14,96% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 60 865 | 31 046 CHF | 4 470 CHF | 99,64% | 99,64% |
13/11/2024 | 16,31% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 496 109 | 61 565 | 28 968 CHF | 4 210 CHF | 90,84% | 90,84% |
12/11/2024 | 15,13% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 66 696 | 30 617 CHF | 4 764 CHF | 64,85% | 64,85% |
11/11/2024 | 12,44% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 60 458 | 38 322 CHF | 5 061 CHF | 97,27% | 97,27% |
08/11/2024 | 10,57% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 60 866 | 44 870 CHF | 6 050 CHF | 99,64% | 99,64% |
07/11/2024 | 13,49% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 60 872 | 34 884 CHF | 4 969 CHF | 99,58% | 99,58% |