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 | 31,56% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 8 020 CHF | 3 673 CHF | 99,38% | 99,38% |
19/11/2024 | 35,76% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 6 933 CHF | 3 311 CHF | 99,37% | 99,37% |
18/11/2024 | 26,39% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 927 CHF | 4 309 CHF | 99,23% | 99,23% |
15/11/2024 | 20,07% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 13 466 CHF | 5 489 CHF | 99,37% | 99,37% |
14/11/2024 | 17,96% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 15 212 CHF | 6 071 CHF | 99,38% | 99,38% |
13/11/2024 | 21,75% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 337 CHF | 5 112 CHF | 99,38% | 99,38% |
12/11/2024 | 19,49% | 0,04 CHF | 0,05 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 69 603 CHF | 5 640 CHF | 99,37% | 99,37% |
11/11/2024 | 16,76% | 0,05 CHF | 0,06 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 82 083 CHF | 6 472 CHF | 99,37% | 99,37% |
08/11/2024 | 17,50% | 0,06 CHF | 0,07 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 78 411 CHF | 6 227 CHF | 99,37% | 99,37% |
07/11/2024 | 14,89% | 0,06 CHF | 0,07 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 93 359 CHF | 7 224 CHF | 99,29% | 99,29% |