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 | 39,92% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 035 CHF | 752 CHF | 96,64% | 96,64% |
19/11/2024 | 38,54% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 639 CHF | 782 CHF | 99,68% | 99,68% |
18/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 15 000 CHF | 956 CHF | 100,00% | 100,00% |
15/11/2024 | 23,51% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 18 986 CHF | 1 199 CHF | 100,00% | 100,00% |
14/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 20 000 CHF | 1 250 CHF | 93,90% | 93,90% |
13/11/2024 | 22,19% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 24 963 | 20 045 CHF | 1 250 CHF | 96,70% | 96,70% |
12/11/2024 | 18,53% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 493 128 | 25 000 | 24 442 CHF | 1 490 CHF | 99,63% | 99,63% |
11/11/2024 | 13,79% | 0,07 CHF | 0,08 CHF | 445 074 | 25 000 | 435 537 | 25 000 | 29 516 CHF | 1 945 CHF | 100,00% | 100,00% |
08/11/2024 | 17,21% | 0,06 CHF | 0,07 CHF | 488 940 | 25 000 | 489 713 | 25 000 | 26 207 CHF | 1 587 CHF | 100,00% | 100,00% |
07/11/2024 | 15,63% | 0,06 CHF | 0,07 CHF | 488 544 | 25 000 | 488 698 | 24 892 | 29 254 CHF | 1 742 CHF | 95,98% | 95,98% |