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 | 115,51% | 0,01 CHF | 0,04 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 579 CHF | 2 139 CHF | 100,00% | 100,00% |
19/11/2024 | 66,17% | 0,04 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 760 CHF | 3 320 CHF | 100,00% | 100,00% |
18/11/2024 | 84,75% | 0,02 CHF | 0,04 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 062 CHF | 2 622 CHF | 98,97% | 98,97% |
15/11/2024 | 122,15% | 0,01 CHF | 0,04 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 498 CHF | 2 058 CHF | 100,00% | 100,00% |
14/11/2024 | 109,08% | 0,01 CHF | 0,03 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 677 CHF | 2 237 CHF | 100,00% | 100,00% |
13/11/2024 | 92,36% | 0,02 CHF | 0,04 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 914 CHF | 2 474 CHF | 99,88% | 99,88% |
12/11/2024 | 152,51% | 0,01 CHF | 0,03 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 243 CHF | 1 803 CHF | 76,88% | 100,00% |
11/11/2024 | 98,62% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 59 952 | 59 952 | 804 CHF | 2 364 CHF | 59,88% | 100,00% |
08/11/2024 | 78,07% | 0,02 CHF | 0,05 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 229 CHF | 2 789 CHF | 100,00% | 100,00% |
07/11/2024 | 61,04% | 0,03 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 781 CHF | 3 341 CHF | 99,68% | 99,68% |