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 | 77,96% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 894 CHF | 1 330 CHF | 98,83% | 98,83% |
19/11/2024 | 93,64% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 462 CHF | 1 488 CHF | 95,59% | 95,59% |
18/11/2024 | 62,91% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 44 465 | 8 300 CHF | 1 365 CHF | 99,64% | 99,64% |
15/11/2024 | 46,74% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 626 CHF | 100,00% | 100,00% |
14/11/2024 | 37,16% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 000 CHF | 2 200 CHF | 99,44% | 99,44% |
13/11/2024 | 49,15% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 49 557 | 14 984 CHF | 2 455 CHF | 98,88% | 98,88% |
12/11/2024 | 28,94% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 053 CHF | 2 696 CHF | 100,00% | 100,00% |
11/11/2024 | 27,93% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 23 983 CHF | 3 175 CHF | 100,00% | 100,00% |
08/11/2024 | 37,03% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 570 CHF | 2 987 CHF | 100,00% | 100,00% |
07/11/2024 | 34,86% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 48 703 | 20 765 CHF | 2 864 CHF | 99,06% | 99,06% |