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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 26,71% | 0,03 CHF | 0,04 CHF | 175 000 | 175 000 | 155 446 | 155 446 | 5 040 CHF | 6 595 CHF | 100,00% | 100,00% |
20/11/2024 | 22,33% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 123 863 | 123 863 | 4 899 CHF | 6 137 CHF | 99,96% | 99,96% |
19/11/2024 | 19,34% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 90 890 | 90 888 | 4 241 CHF | 5 150 CHF | 99,79% | 99,79% |
18/11/2024 | 26,52% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 148 865 | 148 862 | 4 860 CHF | 6 348 CHF | 99,91% | 99,91% |
15/11/2024 | 24,39% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 141 703 | 141 704 | 5 081 CHF | 6 498 CHF | 100,00% | 100,00% |
14/11/2024 | 23,49% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 127 080 | 127 077 | 4 773 CHF | 6 043 CHF | 99,55% | 99,55% |
13/11/2024 | 16,62% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 4 154 CHF | 4 904 CHF | 99,96% | 99,96% |
12/11/2024 | 19,10% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 93 525 | 93 526 | 4 422 CHF | 5 357 CHF | 99,78% | 99,78% |
11/11/2024 | 17,47% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 81 557 | 81 557 | 4 244 CHF | 5 059 CHF | 99,81% | 99,81% |
08/11/2024 | 15,48% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 4 486 CHF | 5 236 CHF | 99,81% | 99,81% |