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 | 21,46% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 30 311 CHF | 3 766 CHF | 100,00% | 100,00% |
19/11/2024 | 25,66% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 26 251 CHF | 3 395 CHF | 99,40% | 99,40% |
18/11/2024 | 23,93% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 43 384 | 24 419 CHF | 2 647 CHF | 100,00% | 100,00% |
15/11/2024 | 19,83% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 27 440 CHF | 3 331 CHF | 100,00% | 100,00% |
14/11/2024 | 20,17% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 30 108 CHF | 3 694 CHF | 99,52% | 99,52% |
13/11/2024 | 16,26% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 470 839 | 49 383 | 32 276 CHF | 3 981 CHF | 99,32% | 99,32% |
12/11/2024 | 16,39% | 0,07 CHF | 0,09 CHF | 451 608 | 50 000 | 417 967 | 50 000 | 34 481 CHF | 4 862 CHF | 100,00% | 100,00% |
11/11/2024 | 12,30% | 0,08 CHF | 0,09 CHF | 420 365 | 50 000 | 424 301 | 50 000 | 33 944 CHF | 4 526 CHF | 100,00% | 100,00% |
08/11/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 420 825 | 50 000 | 439 694 | 50 000 | 35 111 CHF | 4 500 CHF | 100,00% | 100,00% |
07/11/2024 | 16,66% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 497 117 | 48 444 | 33 905 CHF | 3 886 CHF | 99,13% | 99,13% |