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 | 100,30% | 0,01 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 534 CHF | 1 600 CHF | 99,42% | 99,42% |
19/11/2024 | 136,16% | 0,00 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 308 CHF | 1 600 CHF | 100,00% | 100,00% |
18/11/2024 | 89,78% | 0,01 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 616 CHF | 1 605 CHF | 99,88% | 99,88% |
15/11/2024 | 63,40% | 0,01 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 867 CHF | 1 667 CHF | 100,00% | 100,00% |
14/11/2024 | 60,60% | 0,01 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 926 CHF | 1 726 CHF | 98,52% | 98,52% |
13/11/2024 | 61,86% | 0,01 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 899 CHF | 1 699 CHF | 100,00% | 100,00% |
12/11/2024 | 47,95% | 0,01 CHF | 0,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 279 CHF | 2 079 CHF | 99,87% | 99,87% |
11/11/2024 | 33,38% | 0,02 CHF | 0,03 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 2 006 CHF | 2 806 CHF | 100,00% | 100,00% |
08/11/2024 | 33,40% | 0,03 CHF | 0,04 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 998 CHF | 2 798 CHF | 98,31% | 98,31% |
07/11/2024 | 27,00% | 0,03 CHF | 0,04 CHF | 80 000 | 80 000 | 79 921 | 79 921 | 2 565 CHF | 3 364 CHF | 100,00% | 100,00% |