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 | 39,79% | 0,05 CHF | 0,06 CHF | 130 000 | 130 000 | 63 430 | 63 430 | 2 533 CHF | 3 537 CHF | 99,90% | 99,90% |
19/11/2024 | 27,15% | 0,05 CHF | 0,06 CHF | 130 000 | 130 000 | 63 778 | 63 778 | 2 603 CHF | 3 469 CHF | 99,85% | 99,85% |
18/11/2024 | 18,18% | 0,06 CHF | 0,07 CHF | 130 000 | 130 000 | 63 817 | 63 817 | 3 329 CHF | 3 969 CHF | 99,90% | 99,90% |
15/11/2024 | 10,12% | 0,08 CHF | 0,09 CHF | 130 000 | 130 000 | 61 414 | 61 414 | 5 575 CHF | 6 190 CHF | 100,00% | 100,00% |
14/11/2024 | 8,48% | 0,12 CHF | 0,13 CHF | 130 000 | 130 000 | 57 510 | 57 510 | 7 350 CHF | 7 986 CHF | 100,00% | 100,00% |
13/11/2024 | 7,73% | 0,15 CHF | 0,16 CHF | 130 000 | 130 000 | 54 708 | 54 708 | 9 583 CHF | 10 275 CHF | 100,00% | 100,00% |
12/11/2024 | 6,37% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 46 763 | 46 763 | 14 907 CHF | 15 754 CHF | 99,73% | 99,73% |
11/11/2024 | 6,90% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 46 697 | 46 697 | 15 259 CHF | 16 045 CHF | 100,00% | 100,00% |
08/11/2024 | 6,44% | 0,24 CHF | 0,25 CHF | 90 000 | 90 000 | 44 801 | 44 801 | 14 506 CHF | 15 358 CHF | 98,25% | 98,25% |
07/11/2024 | 10,80% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 41 466 | 41 466 | 11 353 CHF | 12 044 CHF | 99,14% | 99,14% |