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 | 22,38% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 5 613 CHF | 7 013 CHF | 100,00% | 100,00% |
19/11/2024 | 17,84% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 7 390 CHF | 8 790 CHF | 100,00% | 100,00% |
18/11/2024 | 24,37% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 139 870 | 139 870 | 5 084 CHF | 6 484 CHF | 99,07% | 99,07% |
15/11/2024 | 27,98% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 315 CHF | 5 715 CHF | 100,00% | 100,00% |
14/11/2024 | 27,15% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 469 CHF | 5 869 CHF | 99,08% | 99,08% |
13/11/2024 | 19,61% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 6 489 CHF | 7 889 CHF | 100,00% | 100,00% |
12/11/2024 | 24,33% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 5 085 CHF | 6 485 CHF | 100,00% | 100,00% |
11/11/2024 | 28,59% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 207 CHF | 5 607 CHF | 100,00% | 100,00% |
08/11/2024 | 23,25% | 0,04 CHF | 0,05 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 5 341 CHF | 6 741 CHF | 100,00% | 100,00% |
07/11/2024 | 21,74% | 0,04 CHF | 0,05 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 5 781 CHF | 7 181 CHF | 99,67% | 99,67% |