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 | 45,06% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 60 846 | 9 051 CHF | 1 636 CHF | 99,54% | 99,54% |
19/11/2024 | 58,96% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 62 653 | 6 446 CHF | 1 398 CHF | 85,38% | 86,42% |
18/11/2024 | 38,72% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 60 856 | 10 560 CHF | 1 882 CHF | 99,55% | 99,55% |
15/11/2024 | 24,10% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 60 522 | 18 676 CHF | 2 769 CHF | 98,34% | 98,34% |
14/11/2024 | 18,67% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 60 743 | 24 406 CHF | 3 585 CHF | 99,26% | 99,26% |
13/11/2024 | 24,40% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 496 091 | 61 588 | 18 682 CHF | 2 850 CHF | 90,45% | 90,45% |
12/11/2024 | 142,86% | 0,01 CHF | 0,06 CHF | 10 000 | 10 000 | 6 114 | 6 114 | 61 CHF | 367 CHF | 96,96% | 96,96% |
11/11/2024 | 114,92% | 0,01 CHF | 0,06 CHF | 10 000 | 10 000 | 6 090 | 6 090 | 110 CHF | 414 CHF | 99,10% | 99,10% |
08/11/2024 | 19,22% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 60 860 | 23 767 CHF | 3 472 CHF | 99,60% | 99,60% |
07/11/2024 | 20,89% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 60 902 | 21 656 CHF | 3 276 CHF | 99,07% | 99,07% |