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 | 48,33% | 0,03 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 16 213 CHF | 1 321 CHF | 100,00% | 100,00% |
19/11/2024 | 50,65% | 0,03 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 483 CHF | 1 298 CHF | 100,00% | 100,00% |
18/11/2024 | 59,98% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 23 897 | 14 626 CHF | 1 283 CHF | 100,00% | 100,00% |
15/11/2024 | 45,45% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 18 884 CHF | 1 491 CHF | 99,99% | 99,99% |
14/11/2024 | 43,22% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 20 399 CHF | 1 583 CHF | 99,52% | 99,52% |
13/11/2024 | 34,49% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 460 597 | 24 941 | 25 035 CHF | 1 922 CHF | 99,32% | 99,32% |
12/11/2024 | 28,02% | 0,05 CHF | 0,08 CHF | 471 377 | 25 000 | 379 814 | 25 000 | 27 417 CHF | 2 409 CHF | 100,00% | 100,00% |
11/11/2024 | 22,15% | 0,10 CHF | 0,12 CHF | 304 478 | 25 000 | 342 863 | 25 000 | 30 846 CHF | 2 811 CHF | 100,00% | 100,00% |
08/11/2024 | 21,05% | 0,09 CHF | 0,11 CHF | 352 642 | 25 000 | 345 001 | 25 000 | 30 036 CHF | 2 689 CHF | 100,00% | 100,00% |
07/11/2024 | 21,61% | 0,09 CHF | 0,12 CHF | 322 636 | 25 000 | 321 705 | 24 769 | 31 299 CHF | 2 995 CHF | 98,53% | 98,53% |