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 | 85,87% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 30 432 | 30 432 | 608 CHF | 1 522 CHF | 99,68% | 99,68% |
19/11/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 100 065 | 30 432 | 2 001 CHF | 1 522 CHF | 99,68% | 99,68% |
18/11/2024 | 78,04% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 161 310 | 30 443 | 4 293 CHF | 1 522 CHF | 99,49% | 99,49% |
15/11/2024 | 82,54% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 421 548 | 30 433 | 8 773 CHF | 1 522 CHF | 99,68% | 99,68% |
14/11/2024 | 62,83% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 30 426 | 15 110 CHF | 1 728 CHF | 99,65% | 99,65% |
13/11/2024 | 56,28% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 496 091 | 30 782 | 17 968 CHF | 1 941 CHF | 90,89% | 90,89% |
12/11/2024 | 48,23% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 30 453 | 22 089 CHF | 2 180 CHF | 99,30% | 99,30% |
11/11/2024 | 47,21% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 30 433 | 22 730 CHF | 2 211 CHF | 99,67% | 99,67% |
08/11/2024 | 40,26% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 30 433 | 27 756 CHF | 2 515 CHF | 99,68% | 99,68% |
07/11/2024 | 42,41% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 30 432 | 26 004 CHF | 2 426 CHF | 99,68% | 99,68% |