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 | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 100,00% | 100,00% |
19/11/2024 | 43,57% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 9 331 CHF | 1 433 CHF | 99,94% | 99,94% |
18/11/2024 | 45,22% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 9 510 CHF | 1 325 CHF | 100,00% | 100,00% |
15/11/2024 | 42,43% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 9 544 CHF | 1 454 CHF | 100,00% | 100,00% |
14/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 99,44% | 99,44% |
13/11/2024 | 40,31% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 49 819 | 10 000 CHF | 1 499 CHF | 98,88% | 98,88% |
12/11/2024 | 36,76% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 11 416 CHF | 1 642 CHF | 99,99% | 99,99% |
11/11/2024 | 28,34% | 0,03 CHF | 0,04 CHF | 441 819 | 50 000 | 442 100 | 50 000 | 13 430 CHF | 2 019 CHF | 100,00% | 100,00% |
08/11/2024 | 27,82% | 0,03 CHF | 0,04 CHF | 442 642 | 50 000 | 436 349 | 50 000 | 13 616 CHF | 2 060 CHF | 88,69% | 88,69% |
07/11/2024 | 25,02% | 0,04 CHF | 0,05 CHF | 442 931 | 50 000 | 436 766 | 48 703 | 16 320 CHF | 2 329 CHF | 99,06% | 99,06% |