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 | 14,49% | 0,06 CHF | 0,07 CHF | 447 796 | 50 000 | 409 501 | 50 000 | 26 325 CHF | 3 718 CHF | 100,00% | 100,00% |
19/11/2024 | 17,20% | 0,06 CHF | 0,07 CHF | 451 819 | 50 000 | 451 235 | 50 000 | 24 140 CHF | 3 175 CHF | 100,00% | 100,00% |
18/11/2024 | 18,80% | 0,06 CHF | 0,07 CHF | 443 828 | 50 000 | 445 896 | 44 486 | 23 720 CHF | 2 824 CHF | 100,00% | 100,00% |
15/11/2024 | 16,95% | 0,06 CHF | 0,07 CHF | 447 212 | 50 000 | 464 989 | 50 000 | 25 310 CHF | 3 232 CHF | 100,00% | 100,00% |
14/11/2024 | 20,66% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 21 939 CHF | 2 694 CHF | 99,22% | 99,22% |
13/11/2024 | 22,85% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 49 448 | 19 504 CHF | 2 423 CHF | 99,36% | 99,36% |
12/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 000 CHF | 2 500 CHF | 100,00% | 100,00% |
11/11/2024 | 14,98% | 0,05 CHF | 0,06 CHF | 442 328 | 50 000 | 422 128 | 50 000 | 26 228 CHF | 3 618 CHF | 100,00% | 100,00% |
08/11/2024 | 34,86% | 0,05 CHF | 0,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 059 CHF | 1 501 CHF | 96,77% | 96,77% |
07/11/2024 | 13,90% | 0,07 CHF | 0,08 CHF | 434 512 | 50 000 | 429 111 | 48 696 | 28 869 CHF | 3 759 CHF | 98,73% | 98,73% |