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 | 18,91% | 0,06 CHF | 0,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 21 732 CHF | 8 744 CHF | 99,37% | 99,37% |
19/11/2024 | 19,81% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 20 685 CHF | 8 395 CHF | 99,38% | 99,38% |
18/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 18 003 CHF | 7 501 CHF | 98,89% | 98,89% |
15/11/2024 | 16,96% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 24 472 CHF | 9 657 CHF | 99,37% | 99,37% |
14/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 22 500 CHF | 9 000 CHF | 99,37% | 99,37% |
13/11/2024 | 18,60% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 22 388 CHF | 8 963 CHF | 99,16% | 99,16% |
12/11/2024 | 26,90% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 14 685 CHF | 6 395 CHF | 99,37% | 99,37% |
11/11/2024 | 38,73% | 0,03 CHF | 0,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 9 501 CHF | 4 667 CHF | 99,37% | 99,37% |
08/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 450 000 | 150 000 | 506 704 | 150 000 | 10 134 CHF | 4 500 CHF | 99,37% | 99,37% |
07/11/2024 | 38,22% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 32 339 CHF | 4 734 CHF | 99,30% | 99,30% |