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 | 74,91% | 0,01 CHF | 0,02 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 1 008 CHF | 2 205 CHF | 100,00% | 100,00% |
19/11/2024 | 40,52% | 0,02 CHF | 0,03 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 2 206 CHF | 3 306 CHF | 99,84% | 99,84% |
18/11/2024 | 49,34% | 0,03 CHF | 0,04 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 1 789 CHF | 2 889 CHF | 100,00% | 100,00% |
15/11/2024 | 45,55% | 0,01 CHF | 0,02 CHF | 110 000 | 110 000 | 109 991 | 109 991 | 1 894 CHF | 2 994 CHF | 100,00% | 100,00% |
14/11/2024 | 34,09% | 0,03 CHF | 0,04 CHF | 110 000 | 110 000 | 109 988 | 109 988 | 2 710 CHF | 3 810 CHF | 100,00% | 100,00% |
13/11/2024 | 55,71% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 109 984 | 109 984 | 1 737 CHF | 2 881 CHF | 100,00% | 100,00% |
12/11/2024 | 6,91% | 0,07 CHF | 0,08 CHF | 110 000 | 110 000 | 100 464 | 100 464 | 14 354 CHF | 15 359 CHF | 99,78% | 99,78% |
11/11/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 99 968 | 99 968 | 18 786 CHF | 19 786 CHF | 100,00% | 100,00% |
08/11/2024 | 6,50% | 0,16 CHF | 0,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 14 922 CHF | 15 922 CHF | 98,58% | 98,58% |
07/11/2024 | 5,77% | 0,15 CHF | 0,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 16 862 CHF | 17 862 CHF | 100,00% | 100,00% |