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 | 39,98% | 0,02 CHF | 0,03 CHF | 471 893 | 50 000 | 497 573 | 50 000 | 9 961 CHF | 1 501 CHF | 100,00% | 100,00% |
20/11/2024 | 39,81% | 0,02 CHF | 0,03 CHF | 476 519 | 50 000 | 476 358 | 50 000 | 9 604 CHF | 1 508 CHF | 100,00% | 100,00% |
19/11/2024 | 40,17% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 9 968 CHF | 1 497 CHF | 100,00% | 100,00% |
18/11/2024 | 47,80% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 475 359 | 44 486 | 9 231 CHF | 1 363 CHF | 100,00% | 100,00% |
15/11/2024 | 24,70% | 0,03 CHF | 0,04 CHF | 373 309 | 50 000 | 344 997 | 50 000 | 12 344 CHF | 2 305 CHF | 100,00% | 100,00% |
14/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 318 091 | 50 000 | 318 091 | 50 000 | 15 905 CHF | 3 000 CHF | 99,52% | 99,52% |
13/11/2024 | 23,67% | 0,04 CHF | 0,05 CHF | 313 115 | 50 000 | 313 997 | 49 704 | 14 072 CHF | 2 819 CHF | 99,32% | 99,32% |
12/11/2024 | 20,21% | 0,04 CHF | 0,05 CHF | 320 603 | 50 000 | 316 854 | 50 000 | 14 258 CHF | 2 749 CHF | 100,00% | 100,00% |
11/11/2024 | 18,33% | 0,05 CHF | 0,06 CHF | 317 426 | 50 000 | 293 277 | 50 000 | 14 578 CHF | 2 987 CHF | 100,00% | 100,00% |
08/11/2024 | 18,13% | 0,05 CHF | 0,06 CHF | 276 644 | 50 000 | 288 945 | 50 000 | 14 498 CHF | 3 009 CHF | 100,00% | 100,00% |