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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 0,02 CHF | 0,07 CHF | 500 000 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
22/11/2024 | 22,34% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 19 906 CHF | 2 491 CHF | 100,00% | 100,00% |
20/11/2024 | 20,54% | 0,04 CHF | 0,05 CHF | 498 102 | 50 000 | 498 555 | 50 000 | 22 021 CHF | 2 709 CHF | 100,00% | 100,00% |
19/11/2024 | 22,41% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 498 432 | 50 000 | 19 791 CHF | 2 485 CHF | 100,00% | 100,00% |
18/11/2024 | 25,13% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 491 167 | 44 486 | 20 405 CHF | 2 327 CHF | 100,00% | 100,00% |
15/11/2024 | 16,12% | 0,05 CHF | 0,06 CHF | 439 601 | 50 000 | 418 155 | 50 000 | 23 931 CHF | 3 368 CHF | 100,00% | 100,00% |
14/11/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 340 053 | 50 000 | 340 053 | 50 000 | 23 804 CHF | 4 000 CHF | 99,27% | 99,27% |
13/11/2024 | 13,13% | 0,07 CHF | 0,08 CHF | 341 057 | 50 000 | 343 541 | 49 694 | 24 846 CHF | 4 094 CHF | 98,49% | 98,49% |
12/11/2024 | 13,37% | 0,07 CHF | 0,08 CHF | 344 279 | 50 000 | 343 985 | 50 000 | 24 081 CHF | 4 002 CHF | 100,00% | 100,00% |
11/11/2024 | 11,34% | 0,08 CHF | 0,09 CHF | 311 472 | 50 000 | 319 388 | 50 000 | 26 792 CHF | 4 702 CHF | 100,00% | 100,00% |