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 | 44,14% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 13 053 CHF | 3 022 CHF | 96,88% | 96,88% |
19/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 000 CHF | 82,18% | 82,18% |
18/11/2024 | 44,37% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 15 598 CHF | 3 044 CHF | 100,00% | 100,00% |
15/11/2024 | 17,94% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 28 867 CHF | 3 449 CHF | 83,19% | 83,19% |
14/11/2024 | 23,84% | 0,06 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 28 611 CHF | 3 632 CHF | 99,27% | 99,27% |
13/11/2024 | 20,12% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 49 685 | 34 949 CHF | 4 253 CHF | 95,44% | 95,44% |
12/11/2024 | 20,22% | 0,08 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 41 507 CHF | 5 080 CHF | 87,29% | 87,29% |
11/11/2024 | 19,25% | 0,10 CHF | 0,11 CHF | 492 931 | 50 000 | 498 978 | 50 000 | 45 264 CHF | 5 500 CHF | 99,46% | 99,46% |
08/11/2024 | 17,83% | 0,10 CHF | 0,11 CHF | 489 118 | 50 000 | 499 227 | 50 000 | 46 037 CHF | 5 509 CHF | 100,00% | 100,00% |
07/11/2024 | 16,81% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 492 126 | 48 746 | 48 634 CHF | 5 701 CHF | 99,05% | 99,05% |