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 | 16,00% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 74 838 | 74 838 | 4 350 CHF | 5 099 CHF | 100,00% | 100,00% |
19/11/2024 | 15,13% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 74 831 | 74 831 | 4 625 CHF | 5 374 CHF | 100,00% | 100,00% |
18/11/2024 | 14,71% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 4 763 CHF | 5 512 CHF | 98,95% | 98,95% |
15/11/2024 | 15,96% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 4 361 CHF | 5 110 CHF | 100,00% | 100,00% |
14/11/2024 | 16,66% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 74 835 | 74 835 | 4 163 CHF | 4 912 CHF | 100,00% | 100,00% |
13/11/2024 | 18,01% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 74 835 | 74 835 | 3 830 CHF | 4 579 CHF | 100,00% | 100,00% |
12/11/2024 | 17,50% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 3 945 CHF | 4 694 CHF | 100,00% | 100,00% |
11/11/2024 | 18,78% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 74 836 | 74 836 | 3 654 CHF | 4 403 CHF | 100,00% | 100,00% |
08/11/2024 | 18,67% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 74 836 | 74 836 | 3 675 CHF | 4 424 CHF | 100,00% | 100,00% |
07/11/2024 | 17,72% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 74 835 | 74 835 | 3 890 CHF | 4 640 CHF | 99,68% | 99,68% |