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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 0,01 CHF | 0,07 CHF | 255 142 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
22/11/2024 | 55,87% | 0,03 CHF | 0,05 CHF | 237 318 | 50 000 | 269 183 | 50 000 | 7 101 CHF | 2 325 CHF | 100,00% | 100,00% |
20/11/2024 | 41,87% | 0,03 CHF | 0,05 CHF | 298 742 | 50 000 | 234 742 | 50 000 | 9 066 CHF | 2 988 CHF | 100,00% | 100,00% |
19/11/2024 | 26,36% | 0,04 CHF | 0,05 CHF | 271 985 | 50 000 | 253 089 | 50 000 | 8 473 CHF | 2 193 CHF | 100,00% | 100,00% |
18/11/2024 | 21,89% | 0,05 CHF | 0,06 CHF | 241 249 | 50 000 | 222 884 | 44 486 | 11 170 CHF | 2 727 CHF | 100,00% | 100,00% |
15/11/2024 | 11,24% | 0,08 CHF | 0,09 CHF | 170 814 | 50 000 | 151 090 | 50 000 | 12 727 CHF | 4 727 CHF | 100,00% | 100,00% |
14/11/2024 | 7,76% | 0,11 CHF | 0,12 CHF | 128 891 | 50 000 | 122 330 | 50 000 | 15 192 CHF | 6 721 CHF | 99,27% | 99,27% |
13/11/2024 | 7,65% | 0,13 CHF | 0,14 CHF | 119 730 | 50 000 | 120 367 | 49 694 | 15 526 CHF | 6 924 CHF | 98,49% | 98,49% |
12/11/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 120 943 | 50 000 | 121 040 | 50 000 | 15 729 CHF | 6 999 CHF | 100,00% | 100,00% |
11/11/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 105 218 | 50 000 | 107 259 | 50 000 | 17 452 CHF | 8 656 CHF | 100,00% | 100,00% |