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 | 59,21% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 471 801 | 75 000 | 9 709 CHF | 2 831 CHF | 100,00% | 100,00% |
19/11/2024 | 48,16% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 8 470 CHF | 2 020 CHF | 100,00% | 100,00% |
18/11/2024 | 42,16% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 497 998 | 63 973 | 11 233 CHF | 2 132 CHF | 100,00% | 100,00% |
15/11/2024 | 33,43% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 12 876 CHF | 2 681 CHF | 100,00% | 100,00% |
14/11/2024 | 40,09% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 9 985 CHF | 2 248 CHF | 99,52% | 99,52% |
13/11/2024 | 45,67% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 74 138 | 9 580 CHF | 2 170 CHF | 98,35% | 98,35% |
12/11/2024 | 23,22% | 0,03 CHF | 0,04 CHF | 460 374 | 75 000 | 458 677 | 75 000 | 17 623 CHF | 3 632 CHF | 99,90% | 99,90% |
11/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 315 513 | 75 000 | 324 013 | 75 000 | 19 445 CHF | 5 251 CHF | 100,00% | 100,00% |
08/11/2024 | 15,49% | 0,06 CHF | 0,07 CHF | 353 250 | 75 000 | 345 345 | 75 000 | 20 596 CHF | 5 223 CHF | 100,00% | 100,00% |
07/11/2024 | 13,31% | 0,08 CHF | 0,09 CHF | 294 741 | 75 000 | 309 189 | 72 408 | 22 643 CHF | 6 122 CHF | 99,13% | 99,13% |