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 | 28,57% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 227 935 | 22 500 CHF | 9 117 CHF | 99,38% | 99,38% |
19/11/2024 | 28,69% | 0,03 CHF | 0,04 CHF | 750 000 | 200 000 | 750 000 | 230 942 | 22 422 CHF | 9 212 CHF | 99,38% | 99,38% |
18/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 22 500 CHF | 8 000 CHF | 99,37% | 99,37% |
15/11/2024 | 24,03% | 0,03 CHF | 0,04 CHF | 750 000 | 200 000 | 750 000 | 199 996 | 27 861 CHF | 9 430 CHF | 99,36% | 99,36% |
14/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 750 000 | 150 000 | 750 000 | 198 923 | 30 000 CHF | 9 946 CHF | 99,38% | 99,38% |
13/11/2024 | 23,02% | 0,04 CHF | 0,05 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 29 056 CHF | 9 748 CHF | 99,38% | 99,38% |
12/11/2024 | 22,77% | 0,04 CHF | 0,05 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 29 349 CHF | 9 826 CHF | 99,15% | 99,15% |
11/11/2024 | 22,12% | 0,04 CHF | 0,05 CHF | 750 000 | 200 000 | 750 000 | 168 225 | 30 181 CHF | 8 447 CHF | 99,38% | 99,38% |
08/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 750 000 | 150 000 | 750 000 | 190 343 | 30 000 CHF | 9 517 CHF | 99,38% | 99,38% |
07/11/2024 | 18,53% | 0,05 CHF | 0,06 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 36 852 CHF | 8 870 CHF | 96,22% | 96,22% |