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 | 31,89% | 0,02 CHF | 0,03 CHF | 530 000 | 530 000 | 259 667 | 259 667 | 6 771 CHF | 9 374 CHF | 99,89% | 99,89% |
19/11/2024 | 32,41% | 0,02 CHF | 0,03 CHF | 530 000 | 530 000 | 260 459 | 260 459 | 6 766 CHF | 9 374 CHF | 100,00% | 100,00% |
18/11/2024 | 33,93% | 0,03 CHF | 0,04 CHF | 520 000 | 520 000 | 253 878 | 253 878 | 6 758 CHF | 9 301 CHF | 99,85% | 99,85% |
15/11/2024 | 34,00% | 0,02 CHF | 0,03 CHF | 530 000 | 530 000 | 261 259 | 261 259 | 6 305 CHF | 8 921 CHF | 99,99% | 99,99% |
14/11/2024 | 23,54% | 0,03 CHF | 0,04 CHF | 520 000 | 520 000 | 245 797 | 245 797 | 9 231 CHF | 11 699 CHF | 100,00% | 100,00% |
13/11/2024 | 20,87% | 0,04 CHF | 0,05 CHF | 520 000 | 520 000 | 224 504 | 224 504 | 11 398 CHF | 14 109 CHF | 100,00% | 100,00% |
12/11/2024 | 13,92% | 0,06 CHF | 0,07 CHF | 510 000 | 510 000 | 242 147 | 242 147 | 16 520 CHF | 18 951 CHF | 100,00% | 100,00% |
11/11/2024 | 12,76% | 0,08 CHF | 0,09 CHF | 500 000 | 500 000 | 241 091 | 241 091 | 18 098 CHF | 20 519 CHF | 100,00% | 100,00% |
08/11/2024 | 10,59% | 0,09 CHF | 0,10 CHF | 490 000 | 490 000 | 237 454 | 237 454 | 21 869 CHF | 24 252 CHF | 99,85% | 99,85% |
07/11/2024 | 12,41% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 243 699 | 243 699 | 19 759 CHF | 22 213 CHF | 100,00% | 100,00% |