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 | 28,57% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 000 CHF | 4 000 CHF | 100,00% | 100,00% |
19/11/2024 | 28,76% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 8 949 CHF | 3 983 CHF | 100,00% | 100,00% |
18/11/2024 | 33,87% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 283 458 | 94 486 | 8 309 CHF | 3 849 CHF | 100,00% | 100,00% |
15/11/2024 | 25,97% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 10 275 CHF | 4 425 CHF | 100,00% | 100,00% |
14/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 000 CHF | 5 000 CHF | 99,24% | 99,24% |
13/11/2024 | 22,55% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 299 112 | 99 704 | 11 938 CHF | 4 985 CHF | 99,40% | 99,40% |
12/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 000 CHF | 5 000 CHF | 100,00% | 100,00% |
11/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 15 000 CHF | 6 000 CHF | 100,00% | 100,00% |
08/11/2024 | 21,77% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 335 CHF | 5 112 CHF | 100,00% | 100,00% |
07/11/2024 | 19,91% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 296 091 | 98 697 | 14 252 CHF | 5 777 CHF | 98,74% | 98,74% |