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 | 17,41% | 0,05 CHF | 0,06 CHF | 120 000 | 120 000 | 53 406 | 53 406 | 2 859 CHF | 3 395 CHF | 99,90% | 99,90% |
19/11/2024 | 21,75% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 53 352 | 53 352 | 2 237 CHF | 2 773 CHF | 100,00% | 100,00% |
18/11/2024 | 20,33% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 38 069 | 38 069 | 1 640 CHF | 2 023 CHF | 99,89% | 99,89% |
15/11/2024 | 22,32% | 0,05 CHF | 0,06 CHF | 120 000 | 120 000 | 53 407 | 53 407 | 2 291 CHF | 2 827 CHF | 99,90% | 99,90% |
14/11/2024 | 29,35% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 53 404 | 53 404 | 1 592 CHF | 2 129 CHF | 100,00% | 100,00% |
13/11/2024 | 29,09% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 58 496 | 58 496 | 1 855 CHF | 2 442 CHF | 100,00% | 100,00% |
12/11/2024 | 20,33% | 0,03 CHF | 0,04 CHF | 130 000 | 130 000 | 54 416 | 54 416 | 2 313 CHF | 2 860 CHF | 99,90% | 99,90% |
11/11/2024 | 49,11% | 0,06 CHF | 0,07 CHF | 120 000 | 120 000 | 19 050 | 19 050 | 1 227 CHF | 1 892 CHF | 99,60% | 99,60% |
08/11/2024 | 23,48% | 0,06 CHF | 0,07 CHF | 120 000 | 120 000 | 58 686 | 58 686 | 2 438 CHF | 3 027 CHF | 100,00% | 100,00% |
07/11/2024 | 24,58% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 60 762 | 60 762 | 2 232 CHF | 2 842 CHF | 99,90% | 99,90% |