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 | 26,75% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 4 699 CHF | 6 139 CHF | 99,43% | 99,43% |
19/11/2024 | 27,43% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 4 549 CHF | 5 989 CHF | 100,00% | 100,00% |
18/11/2024 | 31,03% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 3 947 CHF | 5 387 CHF | 99,88% | 99,88% |
15/11/2024 | 35,60% | 0,03 CHF | 0,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 3 351 CHF | 4 791 CHF | 100,00% | 100,00% |
14/11/2024 | 44,66% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 2 555 CHF | 3 995 CHF | 98,60% | 98,60% |
13/11/2024 | 54,77% | 0,02 CHF | 0,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 927 CHF | 3 367 CHF | 100,00% | 100,00% |
12/11/2024 | 58,23% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 788 CHF | 3 228 CHF | 99,88% | 99,88% |
11/11/2024 | 41,61% | 0,02 CHF | 0,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 2 749 CHF | 4 189 CHF | 100,00% | 100,00% |
08/11/2024 | 56,19% | 0,01 CHF | 0,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 853 CHF | 3 293 CHF | 98,31% | 98,31% |
07/11/2024 | 36,69% | 0,02 CHF | 0,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 3 238 CHF | 4 678 CHF | 100,00% | 100,00% |