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 | 16,68% | 0,05 CHF | 0,06 CHF | 250 000 | 250 000 | 230 542 | 230 544 | 12 675 CHF | 14 981 CHF | 99,97% | 99,97% |
19/11/2024 | 14,47% | 0,06 CHF | 0,07 CHF | 200 000 | 200 000 | 192 436 | 192 436 | 12 340 CHF | 14 264 CHF | 99,85% | 99,85% |
18/11/2024 | 15,25% | 0,06 CHF | 0,07 CHF | 225 000 | 225 000 | 211 364 | 210 671 | 12 796 CHF | 14 870 CHF | 99,89% | 99,89% |
15/11/2024 | 19,15% | 0,06 CHF | 0,07 CHF | 250 000 | 250 000 | 292 540 | 259 522 | 13 817 CHF | 14 925 CHF | 100,00% | 100,00% |
14/11/2024 | 19,12% | 0,05 CHF | 0,06 CHF | 300 000 | 250 000 | 299 378 | 254 738 | 14 112 CHF | 14 693 CHF | 99,57% | 99,57% |
13/11/2024 | 23,20% | 0,04 CHF | 0,05 CHF | 375 000 | 250 000 | 414 787 | 250 000 | 15 818 CHF | 12 058 CHF | 99,95% | 99,95% |
12/11/2024 | 25,48% | 0,04 CHF | 0,05 CHF | 500 000 | 250 000 | 520 149 | 250 000 | 17 818 CHF | 11 083 CHF | 99,83% | 99,83% |
11/11/2024 | 29,61% | 0,03 CHF | 0,04 CHF | 675 000 | 250 000 | 741 190 | 250 000 | 21 156 CHF | 9 742 CHF | 99,81% | 99,81% |
08/11/2024 | 32,81% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 899 556 | 250 000 | 22 899 CHF | 8 888 CHF | 99,83% | 99,83% |
07/11/2024 | 35,76% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 056 | 250 000 | 23 061 CHF | 8 296 CHF | 99,91% | 99,91% |