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 | 39,28% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 263 CHF | 2 085 CHF | 72,58% | 72,58% |
19/11/2024 | 34,35% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 241 CHF | 2 000 CHF | 95,59% | 95,59% |
18/11/2024 | 36,22% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 44 465 | 14 900 CHF | 1 874 CHF | 99,64% | 99,64% |
15/11/2024 | 29,14% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 499 231 | 50 000 | 19 737 CHF | 2 652 CHF | 99,59% | 99,59% |
14/11/2024 | 22,31% | 0,06 CHF | 0,07 CHF | 442 631 | 50 000 | 419 360 | 50 000 | 24 758 CHF | 3 700 CHF | 99,44% | 99,44% |
13/11/2024 | 24,27% | 0,06 CHF | 0,08 CHF | 420 073 | 50 000 | 404 205 | 49 557 | 25 079 CHF | 3 921 CHF | 98,88% | 98,88% |
12/11/2024 | 14,64% | 0,07 CHF | 0,09 CHF | 358 930 | 50 000 | 335 844 | 50 000 | 26 993 CHF | 4 658 CHF | 100,00% | 100,00% |
11/11/2024 | 12,97% | 0,09 CHF | 0,10 CHF | 317 062 | 50 000 | 306 669 | 50 000 | 28 948 CHF | 5 378 CHF | 100,00% | 100,00% |
08/11/2024 | 17,40% | 0,08 CHF | 0,10 CHF | 320 394 | 50 000 | 324 874 | 50 000 | 26 623 CHF | 4 884 CHF | 100,00% | 100,00% |
07/11/2024 | 17,11% | 0,08 CHF | 0,10 CHF | 321 119 | 50 000 | 331 688 | 48 703 | 27 423 CHF | 4 783 CHF | 99,06% | 99,06% |