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 | 31,50% | 0,07 CHF | 0,10 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 4 178 CHF | 5 738 CHF | 100,00% | 100,00% |
19/11/2024 | 22,61% | 0,11 CHF | 0,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 250 CHF | 7 810 CHF | 100,00% | 100,00% |
18/11/2024 | 25,71% | 0,08 CHF | 0,11 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 5 293 CHF | 6 853 CHF | 98,95% | 98,95% |
15/11/2024 | 33,45% | 0,07 CHF | 0,10 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 3 886 CHF | 5 446 CHF | 100,00% | 100,00% |
14/11/2024 | 31,36% | 0,06 CHF | 0,09 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 4 238 CHF | 5 798 CHF | 100,00% | 100,00% |
13/11/2024 | 28,29% | 0,08 CHF | 0,11 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 4 739 CHF | 6 299 CHF | 99,88% | 99,88% |
12/11/2024 | 40,54% | 0,06 CHF | 0,08 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 3 077 CHF | 4 637 CHF | 100,00% | 100,00% |
11/11/2024 | 37,22% | 0,04 CHF | 0,07 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 3 553 CHF | 5 113 CHF | 100,00% | 100,00% |
08/11/2024 | 27,08% | 0,08 CHF | 0,11 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 4 994 CHF | 6 554 CHF | 100,00% | 100,00% |
07/11/2024 | 23,01% | 0,10 CHF | 0,13 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 004 CHF | 7 564 CHF | 99,67% | 99,67% |