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 | 29,38% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 204 060 | 203 826 | 5 926 CHF | 7 960 CHF | 99,95% | 99,95% |
19/11/2024 | 34,57% | 0,03 CHF | 0,04 CHF | 225 000 | 225 000 | 259 609 | 240 908 | 6 225 CHF | 8 211 CHF | 99,76% | 99,76% |
18/11/2024 | 21,84% | 0,04 CHF | 0,05 CHF | 175 000 | 175 000 | 158 075 | 158 074 | 6 459 CHF | 8 040 CHF | 99,88% | 99,88% |
15/11/2024 | 20,01% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 148 036 | 148 037 | 6 658 CHF | 8 139 CHF | 100,00% | 100,00% |
14/11/2024 | 22,68% | 0,04 CHF | 0,05 CHF | 150 000 | 150 000 | 169 842 | 169 842 | 6 625 CHF | 8 324 CHF | 99,62% | 99,62% |
13/11/2024 | 24,52% | 0,04 CHF | 0,05 CHF | 200 000 | 200 000 | 193 336 | 193 335 | 6 918 CHF | 8 851 CHF | 99,96% | 99,96% |
12/11/2024 | 25,18% | 0,04 CHF | 0,05 CHF | 200 000 | 200 000 | 197 340 | 197 335 | 6 851 CHF | 8 824 CHF | 99,82% | 99,82% |
11/11/2024 | 13,98% | 0,06 CHF | 0,07 CHF | 125 000 | 125 000 | 117 997 | 117 998 | 7 853 CHF | 9 033 CHF | 99,80% | 99,80% |
08/11/2024 | 18,78% | 0,06 CHF | 0,07 CHF | 125 000 | 125 000 | 148 631 | 148 630 | 7 181 CHF | 8 667 CHF | 99,85% | 99,85% |
07/11/2024 | 19,10% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 153 242 | 153 244 | 7 266 CHF | 8 799 CHF | 99,92% | 99,92% |