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 | 40,43% | 0,02 CHF | 0,03 CHF | 770 000 | 770 000 | 344 301 | 344 301 | 6 971 CHF | 10 429 CHF | 99,90% | 99,90% |
19/11/2024 | 39,27% | 0,02 CHF | 0,03 CHF | 780 000 | 780 000 | 344 645 | 344 645 | 7 327 CHF | 10 790 CHF | 100,00% | 100,00% |
18/11/2024 | 25,90% | 0,03 CHF | 0,04 CHF | 770 000 | 770 000 | 338 364 | 338 364 | 11 021 CHF | 14 419 CHF | 99,90% | 99,90% |
15/11/2024 | 18,34% | 0,03 CHF | 0,04 CHF | 770 000 | 770 000 | 290 455 | 290 455 | 12 775 CHF | 15 697 CHF | 98,15% | 98,15% |
14/11/2024 | 15,00% | 0,06 CHF | 0,07 CHF | 740 000 | 740 000 | 327 536 | 327 536 | 20 802 CHF | 24 092 CHF | 100,00% | 100,00% |
13/11/2024 | 12,70% | 0,07 CHF | 0,08 CHF | 740 000 | 740 000 | 325 264 | 325 264 | 23 897 CHF | 27 164 CHF | 100,00% | 100,00% |
12/11/2024 | 12,21% | 0,07 CHF | 0,08 CHF | 740 000 | 740 000 | 329 212 | 329 212 | 25 520 CHF | 28 828 CHF | 100,00% | 100,00% |
11/11/2024 | 11,20% | 0,10 CHF | 0,11 CHF | 710 000 | 710 000 | 298 171 | 298 171 | 31 879 CHF | 35 123 CHF | 99,90% | 99,90% |
08/11/2024 | 8,78% | 0,09 CHF | 0,10 CHF | 620 000 | 620 000 | 272 107 | 272 107 | 30 244 CHF | 33 028 CHF | 99,20% | 99,20% |
07/11/2024 | 6,90% | 0,16 CHF | 0,17 CHF | 690 000 | 690 000 | 308 831 | 308 831 | 46 070 CHF | 49 173 CHF | 100,00% | 100,00% |