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 | 22,72% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 99 743 | 99 741 | 3 923 CHF | 4 920 CHF | 99,97% | 99,97% |
19/11/2024 | 25,92% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 100 671 | 100 673 | 3 413 CHF | 4 420 CHF | 99,84% | 99,84% |
18/11/2024 | 26,04% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 3 354 CHF | 4 354 CHF | 99,91% | 99,91% |
15/11/2024 | 25,17% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 101 463 | 101 463 | 3 544 CHF | 4 559 CHF | 100,00% | 100,00% |
14/11/2024 | 31,47% | 0,03 CHF | 0,04 CHF | 100 000 | 100 000 | 121 586 | 121 586 | 3 263 CHF | 4 479 CHF | 99,52% | 99,52% |
13/11/2024 | 36,29% | 0,03 CHF | 0,04 CHF | 150 000 | 150 000 | 137 560 | 137 560 | 3 108 CHF | 4 484 CHF | 99,94% | 99,94% |
12/11/2024 | 33,57% | 0,03 CHF | 0,04 CHF | 125 000 | 125 000 | 124 606 | 124 604 | 3 094 CHF | 4 340 CHF | 99,77% | 99,77% |
11/11/2024 | 22,43% | 0,03 CHF | 0,04 CHF | 100 000 | 100 000 | 100 366 | 100 411 | 4 037 CHF | 5 043 CHF | 99,77% | 99,77% |
08/11/2024 | 36,21% | 0,03 CHF | 0,04 CHF | 125 000 | 125 000 | 139 884 | 139 856 | 3 178 CHF | 4 576 CHF | 99,81% | 99,81% |
07/11/2024 | 23,36% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 100 412 | 100 420 | 3 810 CHF | 4 814 CHF | 99,91% | 99,91% |