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 | 55,56% | 0,01 CHF | 0,02 CHF | 360 000 | 360 000 | 359 845 | 359 845 | 4 704 CHF | 8 303 CHF | 100,00% | 100,00% |
19/11/2024 | 50,34% | 0,02 CHF | 0,03 CHF | 360 000 | 360 000 | 359 554 | 359 554 | 5 429 CHF | 9 025 CHF | 99,84% | 99,84% |
18/11/2024 | 47,91% | 0,02 CHF | 0,03 CHF | 360 000 | 360 000 | 358 244 | 358 244 | 5 785 CHF | 9 367 CHF | 100,00% | 100,00% |
15/11/2024 | 25,72% | 0,03 CHF | 0,04 CHF | 350 000 | 350 000 | 341 582 | 341 582 | 11 667 CHF | 15 083 CHF | 100,00% | 100,00% |
14/11/2024 | 20,10% | 0,05 CHF | 0,06 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 15 246 CHF | 18 646 CHF | 100,00% | 100,00% |
13/11/2024 | 23,22% | 0,04 CHF | 0,05 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 12 993 CHF | 16 393 CHF | 100,00% | 100,00% |
12/11/2024 | 17,87% | 0,05 CHF | 0,06 CHF | 340 000 | 340 000 | 338 883 | 338 883 | 17 328 CHF | 20 717 CHF | 99,85% | 99,85% |
11/11/2024 | 15,69% | 0,06 CHF | 0,07 CHF | 330 000 | 330 000 | 330 623 | 330 623 | 19 441 CHF | 22 747 CHF | 100,00% | 100,00% |
08/11/2024 | 17,54% | 0,05 CHF | 0,06 CHF | 340 000 | 340 000 | 339 926 | 339 926 | 17 707 CHF | 21 107 CHF | 98,58% | 98,58% |
07/11/2024 | 17,08% | 0,06 CHF | 0,07 CHF | 340 000 | 340 000 | 339 301 | 339 301 | 18 270 CHF | 21 663 CHF | 100,00% | 100,00% |