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 | 86,63% | 0,02 CHF | 0,03 CHF | 510 000 | 510 000 | 180 134 | 180 134 | 1 972 CHF | 3 970 CHF | 99,78% | 99,78% |
19/11/2024 | 91,45% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 181 999 | 181 999 | 1 280 CHF | 3 643 CHF | 100,00% | 100,00% |
18/11/2024 | 66,31% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 181 409 | 181 409 | 1 840 CHF | 3 667 CHF | 99,90% | 99,90% |
15/11/2024 | 53,69% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 180 436 | 180 436 | 2 413 CHF | 4 220 CHF | 100,00% | 100,00% |
14/11/2024 | 51,82% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 170 645 | 170 645 | 2 902 CHF | 4 617 CHF | 100,00% | 100,00% |
13/11/2024 | 50,78% | 0,02 CHF | 0,03 CHF | 510 000 | 510 000 | 177 138 | 177 138 | 2 767 CHF | 4 547 CHF | 100,00% | 100,00% |
12/11/2024 | 40,22% | 0,02 CHF | 0,03 CHF | 510 000 | 510 000 | 177 412 | 177 412 | 3 352 CHF | 5 134 CHF | 100,00% | 100,00% |
11/11/2024 | 39,11% | 0,03 CHF | 0,04 CHF | 500 000 | 500 000 | 174 613 | 174 613 | 4 323 CHF | 6 077 CHF | 99,77% | 99,77% |
08/11/2024 | 16,03% | 0,03 CHF | 0,04 CHF | 490 000 | 490 000 | 136 778 | 136 778 | 5 252 CHF | 6 621 CHF | 95,66% | 99,04% |
07/11/2024 | 7,74% | 0,14 CHF | 0,15 CHF | 480 000 | 480 000 | 168 285 | 168 285 | 23 065 CHF | 24 755 CHF | 99,85% | 99,85% |