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 | 40,00% | 0,02 CHF | 0,03 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 4 500 CHF | 2 250 CHF | 100,00% | 100,00% |
19/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 4 500 CHF | 2 250 CHF | 99,40% | 99,40% |
18/11/2024 | 54,81% | 0,02 CHF | 0,03 CHF | 225 000 | 75 000 | 208 460 | 69 487 | 3 892 CHF | 2 171 CHF | 100,00% | 100,00% |
15/11/2024 | 32,51% | 0,02 CHF | 0,03 CHF | 225 000 | 75 000 | 450 948 | 75 000 | 12 860 CHF | 2 862 CHF | 100,00% | 100,00% |
14/11/2024 | 33,65% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 13 535 CHF | 2 829 CHF | 99,52% | 99,52% |
13/11/2024 | 25,85% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 492 194 | 74 442 | 18 333 CHF | 3 578 CHF | 99,32% | 99,32% |
12/11/2024 | 22,99% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 21 029 CHF | 3 972 CHF | 100,00% | 100,00% |
11/11/2024 | 19,19% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 26 547 CHF | 4 825 CHF | 100,00% | 100,00% |
08/11/2024 | 16,08% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 652 CHF | 5 222 CHF | 100,00% | 100,00% |
07/11/2024 | 14,53% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 441 780 | 72 407 | 38 279 CHF | 7 299 CHF | 99,13% | 99,13% |