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 | 108,86% | 0,01 CHF | 0,02 CHF | 770 000 | 770 000 | 344 303 | 344 303 | 2 041 CHF | 6 906 CHF | 99,90% | 99,90% |
19/11/2024 | 108,64% | 0,01 CHF | 0,02 CHF | 780 000 | 780 000 | 344 645 | 344 645 | 2 065 CHF | 6 915 CHF | 100,00% | 100,00% |
18/11/2024 | 59,25% | 0,01 CHF | 0,02 CHF | 770 000 | 770 000 | 338 365 | 338 365 | 3 885 CHF | 7 488 CHF | 99,90% | 99,90% |
15/11/2024 | 38,79% | 0,01 CHF | 0,02 CHF | 770 000 | 770 000 | 290 427 | 290 427 | 5 209 CHF | 8 131 CHF | 98,15% | 98,15% |
14/11/2024 | 28,60% | 0,03 CHF | 0,04 CHF | 740 000 | 740 000 | 327 534 | 327 534 | 10 097 CHF | 13 387 CHF | 100,00% | 100,00% |
13/11/2024 | 24,08% | 0,03 CHF | 0,04 CHF | 740 000 | 740 000 | 325 264 | 325 264 | 11 758 CHF | 15 025 CHF | 100,00% | 100,00% |
12/11/2024 | 22,19% | 0,03 CHF | 0,04 CHF | 740 000 | 740 000 | 329 207 | 329 207 | 13 197 CHF | 16 504 CHF | 100,00% | 100,00% |
11/11/2024 | 20,19% | 0,05 CHF | 0,06 CHF | 710 000 | 710 000 | 298 170 | 298 170 | 16 748 CHF | 19 993 CHF | 99,90% | 99,90% |
08/11/2024 | 15,09% | 0,04 CHF | 0,05 CHF | 730 000 | 730 000 | 313 928 | 313 928 | 19 116 CHF | 22 327 CHF | 99,20% | 99,20% |
07/11/2024 | 12,20% | 0,09 CHF | 0,10 CHF | 690 000 | 690 000 | 308 827 | 308 827 | 25 616 CHF | 28 718 CHF | 100,00% | 100,00% |