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 | 500 000 | 25 000 | 500 000 | 25 000 | 10 000 CHF | 750 CHF | 96,64% | 96,64% |
19/11/2024 | 39,45% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 239 CHF | 762 CHF | 99,68% | 99,68% |
18/11/2024 | 31,39% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 14 399 CHF | 939 CHF | 100,00% | 100,00% |
15/11/2024 | 28,21% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 284 CHF | 1 014 CHF | 100,00% | 100,00% |
14/11/2024 | 23,42% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 19 059 CHF | 1 203 CHF | 93,90% | 93,90% |
13/11/2024 | 23,99% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 24 963 | 18 612 CHF | 1 179 CHF | 96,70% | 96,70% |
12/11/2024 | 20,91% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 21 627 CHF | 1 331 CHF | 99,63% | 99,63% |
11/11/2024 | 15,98% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 28 929 CHF | 1 696 CHF | 100,00% | 100,00% |
08/11/2024 | 18,67% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 24 391 CHF | 1 470 CHF | 100,00% | 100,00% |
07/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 24 892 | 25 000 CHF | 1 494 CHF | 95,98% | 95,98% |