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 | 128,84% | 0,01 CHF | 0,03 CHF | 50 000 | 50 000 | 33 535 | 30 090 | 251 CHF | 903 CHF | 93,97% | 93,97% |
19/11/2024 | 187,10% | 0,00 CHF | 0,03 CHF | 50 000 | 50 000 | 29 797 | 29 797 | 30 CHF | 894 CHF | 99,68% | 99,68% |
18/11/2024 | 174,94% | 0,00 CHF | 0,03 CHF | 50 000 | 50 000 | 32 115 | 32 115 | 61 CHF | 963 CHF | 67,19% | 67,19% |
15/11/2024 | 82,31% | 0,01 CHF | 0,04 CHF | 50 000 | 50 000 | 480 490 | 29 795 | 8 344 CHF | 1 192 CHF | 99,69% | 99,69% |
14/11/2024 | 35,74% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 27 873 | 14 059 CHF | 1 115 CHF | 91,60% | 91,60% |
13/11/2024 | 22,76% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 496 269 | 30 547 | 20 046 CHF | 1 551 CHF | 90,89% | 90,89% |
12/11/2024 | 24,26% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 29 252 | 18 449 CHF | 1 342 CHF | 87,58% | 87,58% |
11/11/2024 | 18,40% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 499 999 | 28 841 | 25 076 CHF | 1 780 CHF | 97,55% | 97,55% |
08/11/2024 | 52,23% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 29 885 | 12 204 CHF | 1 232 CHF | 98,65% | 98,65% |
07/11/2024 | 42,21% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 29 934 | 9 816 CHF | 898 CHF | 97,64% | 97,64% |