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 | 47,29% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 11 788 CHF | 2 813 CHF | 99,55% | 99,55% |
19/11/2024 | 34,17% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 12 553 CHF | 2 633 CHF | 99,72% | 99,72% |
18/11/2024 | 29,29% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 71 308 | 15 279 CHF | 2 909 CHF | 91,45% | 91,45% |
15/11/2024 | 19,31% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 23 605 CHF | 4 291 CHF | 100,00% | 100,00% |
14/11/2024 | 21,24% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 21 681 CHF | 4 002 CHF | 96,08% | 96,08% |
13/11/2024 | 28,22% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 74 351 | 15 509 CHF | 3 054 CHF | 84,33% | 84,33% |
12/11/2024 | 17,60% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 26 346 CHF | 4 702 CHF | 73,39% | 73,39% |
11/11/2024 | 17,88% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 469 118 | 72 496 | 25 726 CHF | 4 710 CHF | 74,49% | 74,49% |
08/11/2024 | 23,26% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 195 CHF | 3 629 CHF | 99,37% | 99,37% |
07/11/2024 | 20,46% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 697 | 23 254 CHF | 4 203 CHF | 98,73% | 98,73% |