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 | 68,98% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 057 CHF | 1 567 CHF | 96,88% | 96,88% |
19/11/2024 | 86,60% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 949 CHF | 82,18% | 82,18% |
18/11/2024 | 97,85% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 5 238 CHF | 1 891 CHF | 100,00% | 100,00% |
15/11/2024 | 39,04% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 490 CHF | 2 154 CHF | 83,19% | 83,19% |
14/11/2024 | 37,43% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 276 CHF | 2 243 CHF | 99,27% | 99,27% |
13/11/2024 | 32,99% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 49 685 | 20 289 CHF | 2 776 CHF | 95,44% | 95,44% |
12/11/2024 | 30,15% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 816 CHF | 3 492 CHF | 87,29% | 87,29% |
11/11/2024 | 20,68% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 30 000 CHF | 3 701 CHF | 99,46% | 99,46% |
08/11/2024 | 26,31% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 30 001 CHF | 3 914 CHF | 100,00% | 100,00% |
07/11/2024 | 28,78% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 48 746 | 30 098 CHF | 3 910 CHF | 99,05% | 99,05% |