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 | 40,00% | 0,02 CHF | 0,03 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 15 000 CHF | 7 500 CHF | 99,38% | 99,38% |
19/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 15 000 CHF | 7 500 CHF | 99,37% | 99,37% |
18/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 15 000 CHF | 7 500 CHF | 99,37% | 99,37% |
15/11/2024 | 32,63% | 0,02 CHF | 0,03 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 19 837 CHF | 9 112 CHF | 99,34% | 99,34% |
14/11/2024 | 31,56% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 20 550 CHF | 9 350 CHF | 99,18% | 99,18% |
13/11/2024 | 22,42% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 29 927 CHF | 12 476 CHF | 99,37% | 99,37% |
12/11/2024 | 16,69% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 41 503 CHF | 16 334 CHF | 99,15% | 99,15% |
11/11/2024 | 11,89% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 918 CHF | 22 473 CHF | 99,13% | 99,13% |
08/11/2024 | 10,46% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 68 487 CHF | 25 329 CHF | 99,37% | 99,37% |
07/11/2024 | 6,16% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 671 774 | 223 925 | 107 475 CHF | 38 064 CHF | 98,56% | 98,56% |