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 | 81,41% | 0,01 CHF | 0,02 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 2 207 CHF | 1 302 CHF | 99,37% | 99,37% |
19/11/2024 | 100,45% | 0,00 CHF | 0,01 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 1 543 CHF | 1 136 CHF | 99,38% | 99,38% |
18/11/2024 | 58,20% | 0,01 CHF | 0,02 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 3 749 CHF | 1 687 CHF | 99,23% | 99,23% |
15/11/2024 | 32,66% | 0,03 CHF | 0,04 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 7 723 CHF | 2 681 CHF | 99,37% | 99,37% |
14/11/2024 | 26,30% | 0,03 CHF | 0,04 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 9 924 CHF | 3 231 CHF | 99,38% | 99,38% |
13/11/2024 | 36,27% | 0,03 CHF | 0,04 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 6 856 CHF | 2 464 CHF | 99,37% | 99,37% |
12/11/2024 | 29,67% | 0,02 CHF | 0,03 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 43 284 CHF | 2 914 CHF | 99,37% | 99,37% |
11/11/2024 | 22,45% | 0,04 CHF | 0,05 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 59 527 CHF | 3 726 CHF | 99,37% | 99,37% |
08/11/2024 | 22,29% | 0,04 CHF | 0,05 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 60 382 CHF | 3 769 CHF | 99,37% | 99,37% |
07/11/2024 | 16,63% | 0,05 CHF | 0,06 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 82 909 CHF | 4 895 CHF | 99,29% | 99,29% |