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 | 33,72% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 14 324 CHF | 3 000 CHF | 100,00% | 100,00% |
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 | 99,40% | 99,40% |
18/11/2024 | 35,32% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 63 974 | 14 732 CHF | 2 618 CHF | 100,00% | 100,00% |
15/11/2024 | 48,08% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 123 CHF | 3 707 CHF | 99,99% | 99,99% |
14/11/2024 | 31,49% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 102 CHF | 99,52% | 99,52% |
13/11/2024 | 29,48% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 74 138 | 14 940 CHF | 2 974 CHF | 98,34% | 98,34% |
12/11/2024 | 39,16% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 16 176 CHF | 3 599 CHF | 100,00% | 100,00% |
11/11/2024 | 24,18% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 000 CHF | 3 833 CHF | 100,00% | 100,00% |
08/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 000 CHF | 3 750 CHF | 100,00% | 100,00% |
07/11/2024 | 26,98% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 72 408 | 22 819 CHF | 4 307 CHF | 99,13% | 99,13% |