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 | 38,43% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 13 707 CHF | 3 000 CHF | 100,00% | 100,00% |
19/11/2024 | 45,61% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 9 559 CHF | 2 259 CHF | 99,89% | 99,89% |
18/11/2024 | 55,67% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 69 486 | 11 813 CHF | 2 849 CHF | 100,00% | 100,00% |
15/11/2024 | 67,59% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 245 109 | 54 333 | 6 519 CHF | 2 454 CHF | 100,00% | 100,00% |
14/11/2024 | 37,24% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 13 862 CHF | 3 000 CHF | 98,90% | 98,90% |
13/11/2024 | 45,63% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 74 449 | 12 766 CHF | 2 979 CHF | 99,36% | 99,36% |
12/11/2024 | 37,04% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 14 987 CHF | 3 288 CHF | 98,84% | 98,84% |
11/11/2024 | 26,13% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 476 458 | 73 091 | 18 663 CHF | 3 694 CHF | 99,61% | 99,61% |
08/11/2024 | 23,86% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 694 CHF | 3 748 CHF | 99,88% | 99,88% |
07/11/2024 | 28,56% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 699 | 22 766 CHF | 4 444 CHF | 98,73% | 98,73% |