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 | 42,05% | 0,02 CHF | 0,03 CHF | 110 000 | 110 000 | 110 331 | 110 331 | 2 104 CHF | 3 208 CHF | 100,00% | 100,00% |
19/11/2024 | 73,27% | 0,01 CHF | 0,02 CHF | 110 000 | 110 000 | 117 071 | 117 071 | 1 115 CHF | 2 392 CHF | 99,84% | 99,84% |
18/11/2024 | 64,96% | 0,01 CHF | 0,02 CHF | 110 000 | 110 000 | 114 448 | 114 448 | 1 205 CHF | 2 358 CHF | 100,00% | 100,00% |
15/11/2024 | 58,00% | 0,01 CHF | 0,02 CHF | 110 000 | 110 000 | 114 780 | 114 780 | 1 426 CHF | 2 573 CHF | 100,00% | 100,00% |
14/11/2024 | 55,75% | 0,02 CHF | 0,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 575 CHF | 2 775 CHF | 100,00% | 100,00% |
13/11/2024 | 68,41% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 209 CHF | 2 453 CHF | 100,00% | 100,00% |
12/11/2024 | 71,05% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 179 CHF | 2 452 CHF | 99,85% | 99,85% |
11/11/2024 | 40,50% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 112 600 | 112 600 | 2 321 CHF | 3 447 CHF | 100,00% | 100,00% |
08/11/2024 | 75,54% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 120 CHF | 2 442 CHF | 98,58% | 98,58% |
07/11/2024 | 36,60% | 0,02 CHF | 0,03 CHF | 110 000 | 110 000 | 118 281 | 118 281 | 2 647 CHF | 3 830 CHF | 100,00% | 100,00% |