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 | 22,11% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 18 128 CHF | 7 543 CHF | 99,37% | 99,37% |
19/11/2024 | 22,63% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 17 710 CHF | 7 403 CHF | 99,38% | 99,38% |
18/11/2024 | 27,54% | 0,03 CHF | 0,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 14 234 CHF | 6 245 CHF | 98,89% | 98,89% |
15/11/2024 | 20,22% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 20 230 CHF | 8 243 CHF | 99,37% | 99,37% |
14/11/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 18 107 CHF | 7 536 CHF | 99,37% | 99,37% |
13/11/2024 | 21,14% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 19 205 CHF | 7 902 CHF | 99,16% | 99,16% |
12/11/2024 | 29,14% | 0,03 CHF | 0,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 13 277 CHF | 5 926 CHF | 99,38% | 99,38% |
11/11/2024 | 55,89% | 0,02 CHF | 0,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 6 318 CHF | 3 606 CHF | 99,37% | 99,37% |
08/11/2024 | 57,23% | 0,01 CHF | 0,02 CHF | 450 000 | 150 000 | 506 683 | 150 000 | 6 796 CHF | 3 531 CHF | 99,37% | 99,37% |
07/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 99,29% | 99,29% |