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 | 71,04% | 0,01 CHF | 0,02 CHF | 390 000 | 390 000 | 174 283 | 174 283 | 1 606 CHF | 3 494 CHF | 99,90% | 99,90% |
19/11/2024 | 79,56% | 0,01 CHF | 0,02 CHF | 390 000 | 390 000 | 174 112 | 174 112 | 1 539 CHF | 3 492 CHF | 100,00% | 100,00% |
18/11/2024 | 47,40% | 0,01 CHF | 0,02 CHF | 390 000 | 390 000 | 173 899 | 173 899 | 2 680 CHF | 4 426 CHF | 99,90% | 99,90% |
15/11/2024 | 31,34% | 0,02 CHF | 0,03 CHF | 390 000 | 390 000 | 149 759 | 149 759 | 3 572 CHF | 5 079 CHF | 98,15% | 98,15% |
14/11/2024 | 23,18% | 0,04 CHF | 0,05 CHF | 370 000 | 370 000 | 166 522 | 166 522 | 6 566 CHF | 8 239 CHF | 100,00% | 100,00% |
13/11/2024 | 19,82% | 0,04 CHF | 0,05 CHF | 370 000 | 370 000 | 165 136 | 165 136 | 7 461 CHF | 9 120 CHF | 100,00% | 100,00% |
12/11/2024 | 17,96% | 0,04 CHF | 0,05 CHF | 370 000 | 370 000 | 167 331 | 167 331 | 8 515 CHF | 10 196 CHF | 100,00% | 100,00% |
11/11/2024 | 17,21% | 0,07 CHF | 0,08 CHF | 360 000 | 360 000 | 150 834 | 150 834 | 10 281 CHF | 11 921 CHF | 99,90% | 99,90% |
08/11/2024 | 12,19% | 0,05 CHF | 0,06 CHF | 370 000 | 370 000 | 158 617 | 158 617 | 12 084 CHF | 13 706 CHF | 99,19% | 99,19% |
07/11/2024 | 10,18% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 155 485 | 155 485 | 15 832 CHF | 17 394 CHF | 100,00% | 100,00% |