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 | 40,68% | 0,03 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 16 619 CHF | 4 989 CHF | 100,00% | 100,00% |
19/11/2024 | 26,28% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 498 062 | 99 785 | 19 658 CHF | 5 133 CHF | 100,00% | 100,00% |
18/11/2024 | 41,28% | 0,04 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 88 971 | 19 070 CHF | 5 102 CHF | 100,00% | 100,00% |
15/11/2024 | 24,83% | 0,04 CHF | 0,06 CHF | 500 000 | 100 000 | 480 619 | 100 000 | 22 797 CHF | 6 082 CHF | 100,00% | 100,00% |
14/11/2024 | 32,24% | 0,05 CHF | 0,07 CHF | 439 357 | 100 000 | 444 345 | 100 000 | 22 489 CHF | 7 000 CHF | 99,27% | 99,27% |
13/11/2024 | 33,97% | 0,05 CHF | 0,07 CHF | 443 230 | 100 000 | 494 134 | 99 134 | 21 434 CHF | 6 039 CHF | 99,40% | 99,40% |
12/11/2024 | 28,01% | 0,05 CHF | 0,06 CHF | 473 377 | 100 000 | 430 209 | 100 000 | 25 093 CHF | 7 743 CHF | 100,00% | 100,00% |
11/11/2024 | 27,82% | 0,07 CHF | 0,08 CHF | 398 206 | 100 000 | 429 058 | 100 000 | 25 413 CHF | 7 844 CHF | 100,00% | 100,00% |
08/11/2024 | 24,52% | 0,06 CHF | 0,07 CHF | 425 447 | 100 000 | 413 053 | 100 000 | 24 783 CHF | 7 693 CHF | 99,95% | 99,95% |
07/11/2024 | 20,35% | 0,07 CHF | 0,09 CHF | 364 748 | 100 000 | 360 660 | 97 491 | 27 110 CHF | 8 962 CHF | 99,05% | 99,05% |