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 | 350 000 | 250 000 | 464 037 | 250 000 | 9 281 CHF | 7 500 CHF | 99,96% | 99,96% |
19/11/2024 | 37,00% | 0,02 CHF | 0,03 CHF | 425 000 | 250 000 | 313 206 | 247 278 | 6 870 CHF | 7 968 CHF | 99,83% | 99,83% |
18/11/2024 | 33,15% | 0,03 CHF | 0,04 CHF | 225 000 | 225 000 | 226 063 | 226 063 | 5 688 CHF | 7 948 CHF | 99,88% | 99,88% |
15/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 200 000 | 200 000 | 221 598 | 221 269 | 5 540 CHF | 7 744 CHF | 100,00% | 100,00% |
14/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 275 000 | 250 000 | 238 380 | 235 925 | 5 959 CHF | 8 257 CHF | 99,54% | 99,54% |
13/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 200 000 | 200 000 | 228 653 | 227 872 | 5 716 CHF | 7 976 CHF | 99,96% | 99,96% |
12/11/2024 | 33,84% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 290 656 | 250 000 | 7 144 CHF | 8 655 CHF | 99,75% | 99,75% |
11/11/2024 | 39,69% | 0,02 CHF | 0,03 CHF | 350 000 | 250 000 | 353 359 | 250 000 | 7 143 CHF | 7 558 CHF | 99,80% | 99,80% |
08/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 275 000 | 250 000 | 287 833 | 250 000 | 7 196 CHF | 8 750 CHF | 99,85% | 99,85% |
07/11/2024 | 33,82% | 0,03 CHF | 0,04 CHF | 300 000 | 250 000 | 292 941 | 248 060 | 7 202 CHF | 8 590 CHF | 96,72% | 96,72% |