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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 59,75% | 0,01 CHF | 0,02 CHF | 525 000 | 250 000 | 523 587 | 250 000 | 6 221 CHF | 5 519 CHF | 100,00% | 100,00% |
22/11/2024 | 51,93% | 0,01 CHF | 0,02 CHF | 500 000 | 250 000 | 470 295 | 250 000 | 6 738 CHF | 6 105 CHF | 100,00% | 100,00% |
20/11/2024 | 60,88% | 0,01 CHF | 0,02 CHF | 700 000 | 250 000 | 581 543 | 250 000 | 6 681 CHF | 5 434 CHF | 99,95% | 99,95% |
19/11/2024 | 57,65% | 0,02 CHF | 0,03 CHF | 425 000 | 250 000 | 542 907 | 250 000 | 6 781 CHF | 5 677 CHF | 99,76% | 99,76% |
18/11/2024 | 52,36% | 0,02 CHF | 0,03 CHF | 525 000 | 250 000 | 484 827 | 250 000 | 6 833 CHF | 6 073 CHF | 99,88% | 99,88% |
15/11/2024 | 63,62% | 0,02 CHF | 0,03 CHF | 625 000 | 250 000 | 647 203 | 250 000 | 6 998 CHF | 5 229 CHF | 100,00% | 100,00% |
14/11/2024 | 51,66% | 0,02 CHF | 0,03 CHF | 550 000 | 250 000 | 550 517 | 250 000 | 7 965 CHF | 6 126 CHF | 99,64% | 99,64% |
13/11/2024 | 55,48% | 0,02 CHF | 0,03 CHF | 675 000 | 250 000 | 551 865 | 250 000 | 7 238 CHF | 5 839 CHF | 99,95% | 99,95% |
12/11/2024 | 46,13% | 0,02 CHF | 0,03 CHF | 325 000 | 250 000 | 371 950 | 250 000 | 6 239 CHF | 6 734 CHF | 99,77% | 99,77% |
11/11/2024 | 42,62% | 0,02 CHF | 0,03 CHF | 300 000 | 250 000 | 332 830 | 250 000 | 6 189 CHF | 7 172 CHF | 99,80% | 99,80% |