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 | 17,34% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 2 655 CHF | 3 155 CHF | 99,97% | 99,97% |
19/11/2024 | 18,58% | 0,05 CHF | 0,06 CHF | 50 000 | 50 000 | 52 210 | 52 209 | 2 546 CHF | 3 068 CHF | 99,80% | 99,80% |
18/11/2024 | 18,68% | 0,05 CHF | 0,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 2 436 CHF | 2 936 CHF | 99,89% | 99,89% |
15/11/2024 | 15,04% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 085 CHF | 3 585 CHF | 100,00% | 100,00% |
14/11/2024 | 15,24% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 47 727 | 47 727 | 2 887 CHF | 3 364 CHF | 99,64% | 99,64% |
13/11/2024 | 9,82% | 0,11 CHF | 0,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 432 CHF | 2 682 CHF | 99,93% | 99,93% |
12/11/2024 | 10,74% | 0,09 CHF | 0,10 CHF | 25 000 | 25 000 | 25 040 | 25 040 | 2 217 CHF | 2 467 CHF | 99,80% | 99,80% |
11/11/2024 | 17,49% | 0,07 CHF | 0,08 CHF | 50 000 | 50 000 | 56 691 | 56 691 | 2 965 CHF | 3 532 CHF | 99,81% | 99,81% |
08/11/2024 | 19,32% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 59 002 | 59 002 | 2 745 CHF | 3 335 CHF | 99,88% | 99,88% |
07/11/2024 | 18,15% | 0,05 CHF | 0,06 CHF | 50 000 | 50 000 | 59 453 | 59 453 | 2 954 CHF | 3 549 CHF | 99,91% | 99,91% |