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 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 500 CHF | 2,79% | 96,88% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 500 CHF | 9,52% | 96,71% |
18/11/2024 | 67,12% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 510 CHF | 36,44% | 100,00% |
15/11/2024 | 53,12% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 9 590 CHF | 1 654 CHF | 83,19% | 83,19% |
14/11/2024 | 52,80% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 018 CHF | 1 743 CHF | 99,27% | 99,27% |
13/11/2024 | 42,65% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 49 685 | 15 289 CHF | 2 284 CHF | 95,44% | 95,44% |
12/11/2024 | 36,42% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 816 CHF | 3 001 CHF | 87,29% | 87,29% |
11/11/2024 | 28,71% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 004 CHF | 3 348 CHF | 99,46% | 99,46% |
08/11/2024 | 33,00% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 093 CHF | 3 500 CHF | 100,00% | 100,00% |
07/11/2024 | 19,42% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 48 746 | 29 061 CHF | 3 425 CHF | 99,05% | 99,05% |