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 | 27,33% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 979 CHF | 2 098 CHF | 100,00% | 100,00% |
19/11/2024 | 24,84% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 17 940 CHF | 2 294 CHF | 99,99% | 99,99% |
18/11/2024 | 31,97% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 16 044 CHF | 1 939 CHF | 100,00% | 100,00% |
15/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 000 CHF | 2 000 CHF | 97,60% | 97,60% |
14/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 000 CHF | 2 000 CHF | 96,15% | 96,15% |
13/11/2024 | 39,43% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 49 711 | 10 508 CHF | 1 550 CHF | 99,36% | 99,36% |
12/11/2024 | 29,93% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 407 CHF | 1 941 CHF | 100,00% | 100,00% |
11/11/2024 | 21,31% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 21 481 CHF | 2 648 CHF | 99,48% | 99,48% |
08/11/2024 | 17,83% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 627 CHF | 3 063 CHF | 99,86% | 99,86% |
07/11/2024 | 17,73% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 48 669 | 26 280 CHF | 3 055 CHF | 96,52% | 96,52% |