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 | 100,00% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 2 250 CHF | 100,00% | 100,00% |
19/11/2024 | 65,89% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 179 CHF | 1 531 CHF | 99,40% | 99,40% |
18/11/2024 | 66,82% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 69 487 | 6 654 CHF | 1 785 CHF | 100,00% | 100,00% |
15/11/2024 | 28,20% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 499 995 | 75 000 | 16 423 CHF | 3 236 CHF | 100,00% | 100,00% |
14/11/2024 | 30,89% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 492 814 | 75 000 | 16 460 CHF | 3 395 CHF | 99,52% | 99,52% |
13/11/2024 | 17,65% | 0,05 CHF | 0,06 CHF | 385 933 | 75 000 | 383 737 | 74 442 | 21 404 CHF | 4 948 CHF | 99,32% | 99,32% |
12/11/2024 | 13,36% | 0,07 CHF | 0,08 CHF | 351 018 | 75 000 | 322 665 | 75 000 | 24 362 CHF | 6 487 CHF | 99,95% | 99,95% |
11/11/2024 | 10,78% | 0,09 CHF | 0,11 CHF | 282 455 | 75 000 | 262 916 | 75 000 | 27 671 CHF | 8 818 CHF | 100,00% | 100,00% |
08/11/2024 | 8,77% | 0,10 CHF | 0,11 CHF | 267 734 | 75 000 | 242 188 | 75 000 | 29 288 CHF | 9 926 CHF | 100,00% | 100,00% |
07/11/2024 | 6,36% | 0,19 CHF | 0,20 CHF | 207 190 | 75 000 | 200 913 | 71 816 | 41 639 CHF | 15 822 CHF | 80,74% | 80,74% |