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 | 63,96% | 0,02 CHF | 0,03 CHF | 400 000 | 250 000 | 333 726 | 250 000 | 3 603 CHF | 5 203 CHF | 99,97% | 99,97% |
19/11/2024 | 66,35% | 0,01 CHF | 0,02 CHF | 300 000 | 250 000 | 398 739 | 250 000 | 4 018 CHF | 5 024 CHF | 99,82% | 99,82% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 350 000 | 250 000 | 450 301 | 250 000 | 4 503 CHF | 5 000 CHF | 99,93% | 99,93% |
15/11/2024 | 68,47% | 0,01 CHF | 0,02 CHF | 400 000 | 250 000 | 382 359 | 250 000 | 3 639 CHF | 4 932 CHF | 100,00% | 100,00% |
14/11/2024 | 68,28% | 0,01 CHF | 0,02 CHF | 575 000 | 250 000 | 576 724 | 250 000 | 5 586 CHF | 4 940 CHF | 99,66% | 99,66% |
13/11/2024 | 73,78% | 0,01 CHF | 0,02 CHF | 800 000 | 250 000 | 517 883 | 250 000 | 4 377 CHF | 4 733 CHF | 99,94% | 99,94% |
12/11/2024 | 64,74% | 0,01 CHF | 0,02 CHF | 500 000 | 250 000 | 472 226 | 250 000 | 4 894 CHF | 5 144 CHF | 99,77% | 99,77% |
11/11/2024 | 51,41% | 0,02 CHF | 0,03 CHF | 250 000 | 250 000 | 262 616 | 235 110 | 3 789 CHF | 5 862 CHF | 99,77% | 99,77% |
08/11/2024 | 73,29% | 0,01 CHF | 0,02 CHF | 450 000 | 250 000 | 667 844 | 250 000 | 5 864 CHF | 4 752 CHF | 99,88% | 99,88% |
07/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 350 000 | 250 000 | 363 438 | 250 000 | 3 634 CHF | 5 000 CHF | 99,90% | 99,90% |