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 | 80,27% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 144 CHF | 1 845 CHF | 96,88% | 96,88% |
19/11/2024 | 70,13% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 7 489 CHF | 2 250 CHF | 96,71% | 96,71% |
18/11/2024 | 63,67% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 8 721 CHF | 2 013 CHF | 100,00% | 100,00% |
15/11/2024 | 37,32% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 19 490 CHF | 2 847 CHF | 83,19% | 83,19% |
14/11/2024 | 28,52% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 21 510 CHF | 2 861 CHF | 99,27% | 99,27% |
13/11/2024 | 26,92% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 491 287 | 49 685 | 27 233 CHF | 3 591 CHF | 95,44% | 95,44% |
12/11/2024 | 22,58% | 0,07 CHF | 0,09 CHF | 459 510 | 50 000 | 464 196 | 50 000 | 33 786 CHF | 4 571 CHF | 87,29% | 87,29% |
11/11/2024 | 19,90% | 0,09 CHF | 0,11 CHF | 420 268 | 50 000 | 426 217 | 50 000 | 35 189 CHF | 5 036 CHF | 99,46% | 99,46% |
08/11/2024 | 18,08% | 0,09 CHF | 0,10 CHF | 408 701 | 50 000 | 423 037 | 50 000 | 35 615 CHF | 5 041 CHF | 100,00% | 100,00% |
07/11/2024 | 20,10% | 0,09 CHF | 0,10 CHF | 413 820 | 50 000 | 409 197 | 48 746 | 36 550 CHF | 5 318 CHF | 99,05% | 99,05% |