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 | 18,50% | 0,04 CHF | 0,05 CHF | 75 000 | 75 000 | 57 260 | 57 259 | 2 807 CHF | 3 379 CHF | 99,95% | 99,95% |
19/11/2024 | 22,58% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 84 999 | 85 005 | 3 339 CHF | 4 190 CHF | 97,18% | 97,18% |
18/11/2024 | 26,34% | 0,03 CHF | 0,04 CHF | 125 000 | 125 000 | 104 234 | 104 234 | 3 444 CHF | 4 487 CHF | 99,88% | 99,88% |
15/11/2024 | 25,42% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 101 412 | 101 412 | 3 487 CHF | 4 501 CHF | 100,00% | 100,00% |
14/11/2024 | 24,08% | 0,04 CHF | 0,05 CHF | 75 000 | 75 000 | 93 684 | 93 686 | 3 415 CHF | 4 352 CHF | 99,53% | 99,53% |
13/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 86 661 | 86 664 | 3 464 CHF | 4 330 CHF | 99,95% | 99,95% |
12/11/2024 | 18,66% | 0,04 CHF | 0,05 CHF | 75 000 | 75 000 | 74 726 | 74 725 | 3 644 CHF | 4 391 CHF | 99,75% | 99,75% |
11/11/2024 | 15,04% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 50 299 | 50 300 | 3 097 CHF | 3 600 CHF | 99,80% | 99,80% |
08/11/2024 | 16,58% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 55 140 | 55 137 | 3 045 CHF | 3 596 CHF | 99,82% | 99,82% |
07/11/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 55 929 | 55 930 | 3 260 CHF | 3 819 CHF | 96,70% | 96,70% |