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 | 26,08% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 19 306 CHF | 2 500 CHF | 100,00% | 100,00% |
19/11/2024 | 32,84% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 961 CHF | 2 093 CHF | 99,40% | 99,40% |
18/11/2024 | 39,43% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 43 384 | 13 871 CHF | 1 759 CHF | 100,00% | 100,00% |
15/11/2024 | 45,37% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 123 CHF | 2 236 CHF | 100,00% | 100,00% |
14/11/2024 | 33,86% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 17 905 CHF | 2 500 CHF | 99,52% | 99,52% |
13/11/2024 | 23,12% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 49 383 | 19 941 CHF | 2 479 CHF | 99,32% | 99,32% |
12/11/2024 | 19,91% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 595 CHF | 2 999 CHF | 100,00% | 100,00% |
11/11/2024 | 18,37% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 958 CHF | 3 000 CHF | 100,00% | 100,00% |
08/11/2024 | 21,28% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 290 CHF | 3 000 CHF | 100,00% | 100,00% |
07/11/2024 | 23,17% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 48 444 | 19 995 CHF | 2 433 CHF | 99,13% | 99,13% |