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 | 48,08% | 0,02 CHF | 0,03 CHF | 325 000 | 250 000 | 407 489 | 250 000 | 6 445 CHF | 6 490 CHF | 99,95% | 99,95% |
19/11/2024 | 49,49% | 0,02 CHF | 0,03 CHF | 450 000 | 250 000 | 419 727 | 250 000 | 6 390 CHF | 6 313 CHF | 99,81% | 99,81% |
18/11/2024 | 42,31% | 0,02 CHF | 0,03 CHF | 425 000 | 250 000 | 354 244 | 250 000 | 6 622 CHF | 7 211 CHF | 99,88% | 99,88% |
15/11/2024 | 35,61% | 0,02 CHF | 0,03 CHF | 275 000 | 250 000 | 269 946 | 250 000 | 6 264 CHF | 8 323 CHF | 100,00% | 100,00% |
14/11/2024 | 37,37% | 0,02 CHF | 0,03 CHF | 300 000 | 250 000 | 290 349 | 249 865 | 6 356 CHF | 7 988 CHF | 99,65% | 99,65% |
13/11/2024 | 35,47% | 0,03 CHF | 0,04 CHF | 225 000 | 225 000 | 280 529 | 247 049 | 6 511 CHF | 8 246 CHF | 99,95% | 99,95% |
12/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 400 000 | 250 000 | 377 453 | 250 000 | 7 549 CHF | 7 500 CHF | 99,80% | 99,80% |
11/11/2024 | 43,76% | 0,02 CHF | 0,03 CHF | 375 000 | 250 000 | 421 678 | 250 000 | 7 583 CHF | 7 030 CHF | 99,77% | 99,77% |
08/11/2024 | 36,89% | 0,02 CHF | 0,03 CHF | 375 000 | 250 000 | 312 724 | 250 000 | 6 916 CHF | 8 083 CHF | 99,83% | 99,83% |
07/11/2024 | 34,79% | 0,03 CHF | 0,04 CHF | 275 000 | 250 000 | 299 033 | 250 000 | 7 127 CHF | 8 478 CHF | 99,91% | 99,91% |