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 | 40,12% | 0,02 CHF | 0,03 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 10 286 CHF | 615 CHF | 69,06% | 69,06% |
19/11/2024 | 40,22% | 0,02 CHF | 0,03 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 9 982 CHF | 600 CHF | 97,46% | 97,46% |
18/11/2024 | 46,91% | 0,02 CHF | 0,03 CHF | 500 000 | 20 000 | 500 000 | 17 256 | 9 921 CHF | 535 CHF | 99,87% | 99,87% |
15/11/2024 | 33,59% | 0,02 CHF | 0,03 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 12 804 CHF | 712 CHF | 100,00% | 100,00% |
14/11/2024 | 30,05% | 0,03 CHF | 0,04 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 14 351 CHF | 774 CHF | 99,44% | 99,44% |
13/11/2024 | 35,47% | 0,03 CHF | 0,04 CHF | 500 000 | 20 000 | 500 000 | 19 804 | 12 137 CHF | 680 CHF | 98,88% | 98,88% |
12/11/2024 | 29,85% | 0,03 CHF | 0,04 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 14 441 CHF | 778 CHF | 100,00% | 100,00% |
11/11/2024 | 28,33% | 0,03 CHF | 0,04 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 16 002 CHF | 840 CHF | 96,04% | 96,04% |
08/11/2024 | 30,79% | 0,02 CHF | 0,03 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 14 041 CHF | 762 CHF | 93,67% | 93,67% |
07/11/2024 | 28,25% | 0,03 CHF | 0,04 CHF | 500 000 | 20 000 | 500 000 | 19 343 | 15 337 CHF | 788 CHF | 97,91% | 97,91% |