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 | 45,18% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 144 CHF | 2 427 CHF | 96,88% | 96,88% |
19/11/2024 | 58,25% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 447 CHF | 2 859 CHF | 96,71% | 96,71% |
18/11/2024 | 56,45% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 63 971 | 12 016 CHF | 2 624 CHF | 100,00% | 100,00% |
15/11/2024 | 22,15% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 235 CHF | 3 027 CHF | 83,19% | 83,19% |
14/11/2024 | 26,85% | 0,05 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 592 CHF | 3 219 CHF | 99,27% | 99,27% |
13/11/2024 | 24,14% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 499 381 | 49 685 | 31 059 CHF | 3 915 CHF | 95,44% | 95,44% |
12/11/2024 | 14,55% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 495 575 | 50 000 | 39 896 CHF | 4 658 CHF | 87,29% | 87,29% |
11/11/2024 | 12,07% | 0,09 CHF | 0,11 CHF | 454 868 | 50 000 | 469 969 | 50 000 | 42 297 CHF | 5 082 CHF | 99,46% | 99,46% |
08/11/2024 | 12,94% | 0,09 CHF | 0,11 CHF | 455 147 | 50 000 | 472 072 | 50 000 | 42 571 CHF | 5 138 CHF | 100,00% | 100,00% |
07/11/2024 | 19,67% | 0,09 CHF | 0,11 CHF | 474 054 | 50 000 | 460 063 | 48 746 | 41 494 CHF | 5 347 CHF | 99,05% | 99,05% |