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 | 37,24% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 4 821 CHF | 7 021 CHF | 100,00% | 100,00% |
19/11/2024 | 26,77% | 0,03 CHF | 0,04 CHF | 220 000 | 220 000 | 213 758 | 213 758 | 6 996 CHF | 9 134 CHF | 99,85% | 99,85% |
18/11/2024 | 31,79% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 218 429 | 218 429 | 6 036 CHF | 8 220 CHF | 100,00% | 100,00% |
15/11/2024 | 31,06% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 6 044 CHF | 8 244 CHF | 100,00% | 100,00% |
14/11/2024 | 24,69% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 216 963 | 216 963 | 7 758 CHF | 9 928 CHF | 100,00% | 100,00% |
13/11/2024 | 34,77% | 0,05 CHF | 0,06 CHF | 210 000 | 210 000 | 218 260 | 218 260 | 5 706 CHF | 7 889 CHF | 100,00% | 100,00% |
12/11/2024 | 6,73% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 159 189 | 159 189 | 23 247 CHF | 24 839 CHF | 99,30% | 99,30% |
11/11/2024 | 5,24% | 0,19 CHF | 0,20 CHF | 160 000 | 160 000 | 159 950 | 159 950 | 29 772 CHF | 31 372 CHF | 100,00% | 100,00% |
08/11/2024 | 6,39% | 0,16 CHF | 0,17 CHF | 170 000 | 170 000 | 177 772 | 177 772 | 26 975 CHF | 28 753 CHF | 98,58% | 98,58% |
07/11/2024 | 5,83% | 0,15 CHF | 0,16 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 31 645 CHF | 33 545 CHF | 100,00% | 100,00% |