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 | 187,10% | 0,00 CHF | 0,03 CHF | 50 000 | 50 000 | 30 093 | 30 093 | 30 CHF | 903 CHF | 93,92% | 93,92% |
19/11/2024 | 187,10% | 0,00 CHF | 0,03 CHF | 50 000 | 50 000 | 29 800 | 29 800 | 30 CHF | 894 CHF | 99,65% | 99,65% |
18/11/2024 | 187,10% | 0,00 CHF | 0,03 CHF | 50 000 | 50 000 | 32 121 | 32 121 | 32 CHF | 964 CHF | 67,15% | 67,15% |
15/11/2024 | 155,07% | 0,00 CHF | 0,04 CHF | 50 000 | 50 000 | 29 797 | 29 797 | 138 CHF | 1 192 CHF | 99,66% | 99,66% |
14/11/2024 | 123,28% | 0,01 CHF | 0,04 CHF | 50 000 | 50 000 | 415 297 | 27 878 | 4 132 CHF | 1 115 CHF | 91,54% | 91,54% |
13/11/2024 | 103,28% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 496 267 | 30 551 | 6 582 CHF | 1 224 CHF | 90,86% | 90,86% |
12/11/2024 | 106,92% | 0,01 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 29 256 | 6 227 CHF | 1 170 CHF | 87,55% | 87,55% |
11/11/2024 | 65,06% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 499 999 | 28 852 | 10 214 CHF | 1 154 CHF | 97,39% | 97,39% |
08/11/2024 | 120,54% | 0,01 CHF | 0,04 CHF | 500 000 | 50 000 | 156 998 | 29 887 | 1 566 CHF | 1 195 CHF | 98,63% | 98,63% |
07/11/2024 | 103,11% | 0,00 CHF | 0,03 CHF | 50 000 | 50 000 | 62 218 | 29 935 | 606 CHF | 898 CHF | 97,62% | 97,62% |