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 | 66,67% | 0,01 CHF | 0,02 CHF | 625 000 | 250 000 | 640 862 | 250 000 | 6 409 CHF | 5 000 CHF | 99,97% | 99,97% |
19/11/2024 | 66,47% | 0,01 CHF | 0,02 CHF | 625 000 | 250 000 | 521 706 | 250 000 | 5 238 CHF | 5 015 CHF | 99,91% | 99,91% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 600 000 | 250 000 | 549 591 | 250 000 | 5 496 CHF | 5 000 CHF | 99,93% | 99,93% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 550 000 | 250 000 | 550 360 | 250 000 | 5 504 CHF | 5 000 CHF | 100,00% | 100,00% |
14/11/2024 | 64,32% | 0,01 CHF | 0,02 CHF | 400 000 | 250 000 | 385 546 | 250 000 | 4 071 CHF | 5 176 CHF | 99,53% | 99,53% |
13/11/2024 | 51,82% | 0,02 CHF | 0,03 CHF | 275 000 | 250 000 | 294 326 | 250 000 | 4 234 CHF | 6 114 CHF | 99,94% | 99,94% |
12/11/2024 | 61,35% | 0,01 CHF | 0,02 CHF | 350 000 | 250 000 | 353 422 | 250 000 | 4 054 CHF | 5 399 CHF | 99,75% | 99,75% |
11/11/2024 | 56,76% | 0,01 CHF | 0,02 CHF | 525 000 | 250 000 | 401 742 | 250 000 | 5 121 CHF | 5 743 CHF | 99,77% | 99,77% |
08/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 325 000 | 250 000 | 275 205 | 247 402 | 4 128 CHF | 6 185 CHF | 99,81% | 99,81% |
07/11/2024 | 64,14% | 0,01 CHF | 0,02 CHF | 400 000 | 250 000 | 395 214 | 250 000 | 4 232 CHF | 5 190 CHF | 99,89% | 99,89% |