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 | 41,52% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 16 527 CHF | 3 750 CHF | 100,00% | 100,00% |
19/11/2024 | 29,52% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 18 687 CHF | 3 750 CHF | 100,00% | 100,00% |
18/11/2024 | 47,33% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 495 776 | 63 971 | 16 136 CHF | 3 268 CHF | 100,00% | 100,00% |
15/11/2024 | 54,70% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 245 009 | 54 325 | 9 594 CHF | 3 259 CHF | 100,00% | 100,00% |
14/11/2024 | 56,34% | 0,03 CHF | 0,06 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 125 CHF | 2 018 CHF | 99,22% | 99,22% |
13/11/2024 | 63,38% | 0,03 CHF | 0,06 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 1 111 CHF | 2 142 CHF | 99,36% | 99,36% |
12/11/2024 | 62,51% | 0,03 CHF | 0,05 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 147 CHF | 2 192 CHF | 100,00% | 100,00% |
11/11/2024 | 41,39% | 0,05 CHF | 0,08 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 762 CHF | 2 674 CHF | 100,00% | 100,00% |
08/11/2024 | 24,80% | 0,05 CHF | 0,06 CHF | 420 110 | 75 000 | 424 848 | 75 000 | 21 568 CHF | 4 906 CHF | 100,00% | 100,00% |
07/11/2024 | 20,50% | 0,07 CHF | 0,08 CHF | 351 537 | 75 000 | 347 126 | 72 396 | 23 517 CHF | 6 006 CHF | 98,73% | 98,73% |