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 | 39,45% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 242 CHF | 2 286 CHF | 100,00% | 100,00% |
19/11/2024 | 36,19% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 11 667 CHF | 2 500 CHF | 100,00% | 100,00% |
18/11/2024 | 39,00% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 406 272 | 63 973 | 10 885 CHF | 2 383 CHF | 100,00% | 100,00% |
15/11/2024 | 24,18% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 18 457 CHF | 2 346 CHF | 100,00% | 100,00% |
14/11/2024 | 18,63% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 24 444 CHF | 4 417 CHF | 99,52% | 99,52% |
13/11/2024 | 22,55% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 49 703 | 19 941 CHF | 2 485 CHF | 99,32% | 99,32% |
12/11/2024 | 17,35% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 26 484 CHF | 3 148 CHF | 100,00% | 100,00% |
11/11/2024 | 15,18% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 30 500 CHF | 3 550 CHF | 100,00% | 100,00% |
08/11/2024 | 17,44% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 26 329 CHF | 3 133 CHF | 100,00% | 100,00% |
07/11/2024 | 18,77% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 72 406 | 25 711 CHF | 4 490 CHF | 99,12% | 99,12% |