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 | 109,24% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 823 CHF | 2 800 CHF | 100,00% | 100,00% |
19/11/2024 | 114,29% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 772 CHF | 2 800 CHF | 100,00% | 100,00% |
18/11/2024 | 81,52% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 139 870 | 139 870 | 1 182 CHF | 2 799 CHF | 99,05% | 99,05% |
15/11/2024 | 55,24% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 848 CHF | 3 248 CHF | 100,00% | 100,00% |
14/11/2024 | 58,50% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 834 CHF | 3 270 CHF | 99,08% | 99,08% |
13/11/2024 | 96,36% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 984 CHF | 2 800 CHF | 100,00% | 100,00% |
12/11/2024 | 54,80% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 928 CHF | 3 347 CHF | 100,00% | 100,00% |
11/11/2024 | 34,74% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 3 351 CHF | 4 751 CHF | 100,00% | 100,00% |
08/11/2024 | 46,01% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 382 CHF | 3 782 CHF | 100,00% | 100,00% |
07/11/2024 | 34,49% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 3 409 CHF | 4 809 CHF | 99,68% | 99,68% |