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 | 39,84% | 0,02 CHF | 0,03 CHF | 200 000 | 200 000 | 158 608 | 158 605 | 3 153 CHF | 4 739 CHF | 99,97% | 99,97% |
19/11/2024 | 35,08% | 0,03 CHF | 0,04 CHF | 100 000 | 100 000 | 113 730 | 113 730 | 2 667 CHF | 3 804 CHF | 99,80% | 99,80% |
18/11/2024 | 39,78% | 0,02 CHF | 0,03 CHF | 150 000 | 150 000 | 149 309 | 149 311 | 3 007 CHF | 4 500 CHF | 99,89% | 99,89% |
15/11/2024 | 41,55% | 0,02 CHF | 0,03 CHF | 175 000 | 175 000 | 182 914 | 182 911 | 3 481 CHF | 5 311 CHF | 100,00% | 100,00% |
14/11/2024 | 41,58% | 0,02 CHF | 0,03 CHF | 175 000 | 175 000 | 195 548 | 186 524 | 3 669 CHF | 5 398 CHF | 99,62% | 99,62% |
13/11/2024 | 53,92% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 561 908 | 250 000 | 7 336 CHF | 5 956 CHF | 99,93% | 99,93% |
12/11/2024 | 47,97% | 0,02 CHF | 0,03 CHF | 250 000 | 250 000 | 284 789 | 240 550 | 4 487 CHF | 6 229 CHF | 99,75% | 99,75% |
11/11/2024 | 25,01% | 0,03 CHF | 0,04 CHF | 125 000 | 125 000 | 73 755 | 73 755 | 2 522 CHF | 3 260 CHF | 99,81% | 99,81% |
08/11/2024 | 15,74% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 47 374 | 47 374 | 2 773 CHF | 3 246 CHF | 99,86% | 99,86% |
07/11/2024 | 13,14% | 0,07 CHF | 0,08 CHF | 50 000 | 50 000 | 41 644 | 41 644 | 2 913 CHF | 3 329 CHF | 99,92% | 99,92% |