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 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 000 CHF | 2 250 CHF | 100,00% | 100,00% |
19/11/2024 | 57,37% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 7 989 CHF | 2 098 CHF | 99,40% | 99,40% |
18/11/2024 | 55,19% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 69 487 | 8 979 CHF | 2 155 CHF | 100,00% | 100,00% |
15/11/2024 | 30,81% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 14 078 CHF | 2 865 CHF | 100,00% | 100,00% |
14/11/2024 | 32,40% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 13 876 CHF | 2 863 CHF | 99,52% | 99,52% |
13/11/2024 | 22,62% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 74 442 | 20 008 CHF | 3 735 CHF | 99,32% | 99,32% |
12/11/2024 | 18,71% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 255 CHF | 4 569 CHF | 100,00% | 100,00% |
11/11/2024 | 15,27% | 0,06 CHF | 0,07 CHF | 483 263 | 75 000 | 466 785 | 75 000 | 30 451 CHF | 5 714 CHF | 100,00% | 100,00% |
08/11/2024 | 16,73% | 0,06 CHF | 0,08 CHF | 471 294 | 75 000 | 427 126 | 75 000 | 31 167 CHF | 6 488 CHF | 100,00% | 100,00% |
07/11/2024 | 10,94% | 0,09 CHF | 0,11 CHF | 360 513 | 75 000 | 322 009 | 72 407 | 37 734 CHF | 9 479 CHF | 99,11% | 99,11% |