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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 30,47% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 61 121 | 14 206 CHF | 2 283 CHF | 97,04% | 97,04% |
22/11/2024 | 39,03% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 60 290 | 10 426 CHF | 1 876 CHF | 97,80% | 99,29% |
20/11/2024 | 21,08% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 60 861 | 21 870 CHF | 3 150 CHF | 99,58% | 99,58% |
19/11/2024 | 24,80% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 62 497 | 17 973 CHF | 2 798 CHF | 86,42% | 86,42% |
18/11/2024 | 18,68% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 60 856 | 24 383 CHF | 3 540 CHF | 99,54% | 99,54% |
15/11/2024 | 12,91% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 60 525 | 36 938 CHF | 4 901 CHF | 98,34% | 98,34% |
14/11/2024 | 10,57% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 499 979 | 60 738 | 44 869 CHF | 6 090 CHF | 99,23% | 99,23% |
13/11/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 496 093 | 61 591 | 34 334 CHF | 4 798 CHF | 90,47% | 90,47% |
12/11/2024 | 15,90% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 61 143 | 29 113 CHF | 4 201 CHF | 96,96% | 96,96% |
11/11/2024 | 64,37% | 0,03 CHF | 0,08 CHF | 10 000 | 10 000 | 6 090 | 6 090 | 319 CHF | 623 CHF | 99,09% | 99,09% |