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 | 35,74% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 3 246 CHF | 4 646 CHF | 100,00% | 100,00% |
19/11/2024 | 28,63% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 335 CHF | 5 735 CHF | 100,00% | 100,00% |
18/11/2024 | 40,84% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 139 870 | 139 870 | 2 749 CHF | 4 149 CHF | 99,06% | 99,06% |
15/11/2024 | 45,37% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 393 CHF | 3 793 CHF | 100,00% | 100,00% |
14/11/2024 | 43,67% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 509 CHF | 3 909 CHF | 99,08% | 99,08% |
13/11/2024 | 34,90% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 3 329 CHF | 4 729 CHF | 100,00% | 100,00% |
12/11/2024 | 39,44% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 855 CHF | 4 255 CHF | 100,00% | 100,00% |
11/11/2024 | 43,57% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 514 CHF | 3 914 CHF | 100,00% | 100,00% |
08/11/2024 | 38,22% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 969 CHF | 4 369 CHF | 100,00% | 100,00% |
07/11/2024 | 35,11% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 3 308 CHF | 4 708 CHF | 99,67% | 99,67% |