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 | 65,06% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 458 CHF | 2 858 CHF | 100,00% | 100,00% |
19/11/2024 | 56,85% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 866 CHF | 3 302 CHF | 100,00% | 100,00% |
18/11/2024 | 83,66% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 139 870 | 139 870 | 1 156 CHF | 2 799 CHF | 99,06% | 99,06% |
15/11/2024 | 103,38% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 895 CHF | 2 800 CHF | 100,00% | 100,00% |
14/11/2024 | 94,15% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 013 CHF | 2 800 CHF | 99,08% | 99,08% |
13/11/2024 | 80,03% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 204 CHF | 2 800 CHF | 100,00% | 100,00% |
12/11/2024 | 84,94% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 131 CHF | 2 800 CHF | 100,00% | 100,00% |
11/11/2024 | 85,71% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 120 CHF | 2 800 CHF | 100,00% | 100,00% |
08/11/2024 | 77,65% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 239 CHF | 2 800 CHF | 100,00% | 100,00% |
07/11/2024 | 66,97% | 0,01 CHF | 0,02 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 1 398 CHF | 2 804 CHF | 99,67% | 99,67% |