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 | 67,63% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 522 CHF | 96,88% | 96,88% |
19/11/2024 | 75,44% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 697 CHF | 96,71% | 96,71% |
18/11/2024 | 96,44% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 5 025 CHF | 1 802 CHF | 100,00% | 100,00% |
15/11/2024 | 34,02% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 225 CHF | 1 991 CHF | 83,19% | 83,19% |
14/11/2024 | 39,15% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 13 611 CHF | 2 000 CHF | 99,27% | 99,27% |
13/11/2024 | 40,05% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 49 685 | 16 761 CHF | 2 492 CHF | 95,44% | 95,44% |
12/11/2024 | 36,19% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 877 CHF | 3 001 CHF | 87,29% | 87,29% |
11/11/2024 | 23,16% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 000 CHF | 3 164 CHF | 99,46% | 99,46% |
08/11/2024 | 28,77% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 000 CHF | 3 349 CHF | 100,00% | 100,00% |
07/11/2024 | 33,72% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 48 746 | 24 971 CHF | 3 411 CHF | 99,05% | 99,05% |