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 | 19,94% | 0,04 CHF | 0,05 CHF | 458 317 | 50 000 | 457 700 | 50 000 | 20 910 CHF | 2 782 CHF | 100,00% | 100,00% |
19/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 490 018 | 50 000 | 490 018 | 50 000 | 19 601 CHF | 2 500 CHF | 99,94% | 99,94% |
18/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 481 866 | 50 000 | 484 630 | 44 466 | 19 385 CHF | 2 262 CHF | 99,64% | 99,64% |
15/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 476 554 | 50 000 | 476 554 | 50 000 | 19 062 CHF | 2 500 CHF | 100,00% | 100,00% |
14/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 410 390 | 50 000 | 410 390 | 50 000 | 20 520 CHF | 3 000 CHF | 99,44% | 99,44% |
13/11/2024 | 18,29% | 0,05 CHF | 0,06 CHF | 422 111 | 50 000 | 412 176 | 49 819 | 20 609 CHF | 2 991 CHF | 98,88% | 98,88% |
12/11/2024 | 18,15% | 0,05 CHF | 0,06 CHF | 396 267 | 50 000 | 387 605 | 50 000 | 19 432 CHF | 3 007 CHF | 99,99% | 99,99% |
11/11/2024 | 15,26% | 0,06 CHF | 0,07 CHF | 343 461 | 50 000 | 342 762 | 50 000 | 20 780 CHF | 3 531 CHF | 100,00% | 100,00% |
08/11/2024 | 13,90% | 0,06 CHF | 0,07 CHF | 339 884 | 50 000 | 332 918 | 50 000 | 22 358 CHF | 3 861 CHF | 88,69% | 88,69% |
07/11/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 331 117 | 50 000 | 331 091 | 48 703 | 23 176 CHF | 3 896 CHF | 99,06% | 99,06% |