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 | 18,20% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 24 997 CHF | 4 500 CHF | 100,00% | 100,00% |
19/11/2024 | 22,05% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 694 CHF | 3 871 CHF | 99,40% | 99,40% |
18/11/2024 | 27,37% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 69 487 | 22 193 CHF | 4 029 CHF | 100,00% | 100,00% |
15/11/2024 | 17,84% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 355 CHF | 5 270 CHF | 99,99% | 99,99% |
14/11/2024 | 17,34% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 30 310 CHF | 5 397 CHF | 99,52% | 99,52% |
13/11/2024 | 12,79% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 74 442 | 38 722 CHF | 6 546 CHF | 99,32% | 99,32% |
12/11/2024 | 11,99% | 0,09 CHF | 0,10 CHF | 495 331 | 75 000 | 471 510 | 75 000 | 41 908 CHF | 7 520 CHF | 100,00% | 100,00% |
11/11/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 445 697 | 75 000 | 410 522 | 75 000 | 43 424 CHF | 8 747 CHF | 100,00% | 100,00% |
08/11/2024 | 10,36% | 0,10 CHF | 0,12 CHF | 412 413 | 75 000 | 395 875 | 75 000 | 44 375 CHF | 9 330 CHF | 46,31% | 46,31% |
07/11/2024 | 7,47% | 0,14 CHF | 0,15 CHF | 335 246 | 75 000 | 302 857 | 73 933 | 49 088 CHF | 13 000 CHF | 50,00% | 50,00% |