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 | 40,00% | 0,02 CHF | 0,03 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 15 000 CHF | 6 000 CHF | 99,38% | 99,38% |
19/11/2024 | 39,14% | 0,02 CHF | 0,03 CHF | 750 000 | 200 000 | 750 000 | 198 161 | 15 566 CHF | 6 078 CHF | 99,38% | 99,38% |
18/11/2024 | 31,53% | 0,02 CHF | 0,03 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 20 557 CHF | 7 482 CHF | 99,37% | 99,37% |
15/11/2024 | 28,10% | 0,03 CHF | 0,04 CHF | 750 000 | 150 000 | 750 000 | 150 870 | 23 059 CHF | 6 147 CHF | 99,36% | 99,36% |
14/11/2024 | 25,61% | 0,04 CHF | 0,05 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 26 001 CHF | 6 700 CHF | 99,38% | 99,38% |
13/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 750 000 | 150 000 | 750 000 | 150 255 | 22 500 CHF | 6 010 CHF | 99,38% | 99,38% |
12/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 750 000 | 150 000 | 750 000 | 150 015 | 22 500 CHF | 6 001 CHF | 99,15% | 99,15% |
11/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 30 000 CHF | 7 500 CHF | 99,38% | 99,38% |
08/11/2024 | 23,05% | 0,04 CHF | 0,05 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 29 019 CHF | 7 304 CHF | 99,37% | 99,37% |
07/11/2024 | 20,54% | 0,04 CHF | 0,05 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 33 120 CHF | 8 124 CHF | 96,22% | 96,22% |