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 | 35,75% | 0,02 CHF | 0,03 CHF | 425 000 | 250 000 | 414 870 | 250 000 | 9 359 CHF | 8 297 CHF | 100,00% | 100,00% |
20/11/2024 | 34,52% | 0,03 CHF | 0,04 CHF | 225 000 | 225 000 | 381 046 | 236 011 | 8 689 CHF | 8 111 CHF | 99,95% | 99,95% |
19/11/2024 | 30,49% | 0,03 CHF | 0,04 CHF | 275 000 | 250 000 | 227 595 | 222 852 | 6 308 CHF | 8 417 CHF | 99,79% | 99,79% |
18/11/2024 | 39,01% | 0,03 CHF | 0,04 CHF | 350 000 | 250 000 | 635 377 | 250 000 | 12 952 CHF | 7 685 CHF | 99,90% | 99,90% |
15/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 300 000 | 250 000 | 338 243 | 250 000 | 8 456 CHF | 8 750 CHF | 100,00% | 100,00% |
14/11/2024 | 33,24% | 0,03 CHF | 0,04 CHF | 325 000 | 250 000 | 305 518 | 249 450 | 7 662 CHF | 8 755 CHF | 99,60% | 99,60% |
13/11/2024 | 28,58% | 0,03 CHF | 0,04 CHF | 175 000 | 175 000 | 190 353 | 189 934 | 5 698 CHF | 7 586 CHF | 99,95% | 99,95% |
12/11/2024 | 31,66% | 0,03 CHF | 0,04 CHF | 275 000 | 250 000 | 270 527 | 234 029 | 7 108 CHF | 8 536 CHF | 99,75% | 99,75% |
11/11/2024 | 29,08% | 0,03 CHF | 0,04 CHF | 175 000 | 175 000 | 200 755 | 200 756 | 5 880 CHF | 7 888 CHF | 99,81% | 99,81% |
08/11/2024 | 26,13% | 0,03 CHF | 0,04 CHF | 175 000 | 175 000 | 172 390 | 172 390 | 5 727 CHF | 7 451 CHF | 99,88% | 99,88% |