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 | 112,98% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 2 737 CHF | 1,69% | 96,88% |
19/11/2024 | 69,10% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 004 CHF | 1 556 CHF | 96,71% | 96,71% |
18/11/2024 | 79,02% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 6 190 CHF | 1 703 CHF | 100,00% | 100,00% |
15/11/2024 | 26,60% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 418 272 | 50 000 | 19 840 CHF | 3 114 CHF | 83,19% | 83,19% |
14/11/2024 | 21,72% | 0,06 CHF | 0,07 CHF | 375 585 | 50 000 | 416 454 | 50 000 | 21 803 CHF | 3 269 CHF | 99,27% | 99,27% |
13/11/2024 | 20,28% | 0,05 CHF | 0,07 CHF | 437 528 | 50 000 | 334 338 | 49 685 | 24 572 CHF | 4 612 CHF | 95,44% | 95,44% |
12/11/2024 | 13,78% | 0,10 CHF | 0,12 CHF | 269 672 | 50 000 | 264 819 | 50 000 | 28 643 CHF | 6 222 CHF | 87,29% | 87,29% |
11/11/2024 | 11,87% | 0,14 CHF | 0,15 CHF | 237 158 | 50 000 | 245 171 | 50 000 | 30 655 CHF | 7 036 CHF | 99,46% | 99,46% |
08/11/2024 | 10,13% | 0,13 CHF | 0,15 CHF | 237 470 | 50 000 | 244 610 | 50 000 | 31 554 CHF | 7 140 CHF | 100,00% | 100,00% |
07/11/2024 | 12,06% | 0,13 CHF | 0,15 CHF | 240 808 | 50 000 | 237 888 | 48 746 | 32 962 CHF | 7 623 CHF | 99,05% | 99,05% |