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 | 54,96% | 0,04 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 066 CHF | 3 626 CHF | 100,00% | 100,00% |
19/11/2024 | 36,32% | 0,07 CHF | 0,09 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 3 678 CHF | 5 238 CHF | 100,00% | 100,00% |
18/11/2024 | 43,93% | 0,04 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 773 CHF | 4 333 CHF | 99,00% | 99,00% |
15/11/2024 | 58,63% | 0,04 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 885 CHF | 3 445 CHF | 100,00% | 100,00% |
14/11/2024 | 54,08% | 0,03 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 142 CHF | 3 702 CHF | 100,00% | 100,00% |
13/11/2024 | 47,68% | 0,05 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 497 CHF | 4 057 CHF | 99,88% | 99,88% |
12/11/2024 | 73,37% | 0,03 CHF | 0,05 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 363 CHF | 2 923 CHF | 100,00% | 100,00% |
11/11/2024 | 67,10% | 0,02 CHF | 0,04 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 1 708 CHF | 3 268 CHF | 100,00% | 100,00% |
08/11/2024 | 43,54% | 0,05 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 815 CHF | 4 375 CHF | 100,00% | 100,00% |
07/11/2024 | 35,64% | 0,06 CHF | 0,09 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 3 602 CHF | 5 162 CHF | 99,67% | 99,67% |