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 | 47,68% | 0,01 CHF | 0,02 CHF | 370 000 | 370 000 | 362 802 | 362 802 | 5 851 CHF | 9 479 CHF | 100,00% | 100,00% |
19/11/2024 | 46,15% | 0,02 CHF | 0,03 CHF | 360 000 | 360 000 | 364 599 | 364 599 | 6 135 CHF | 9 781 CHF | 100,00% | 100,00% |
18/11/2024 | 36,79% | 0,02 CHF | 0,03 CHF | 360 000 | 360 000 | 344 257 | 344 257 | 7 745 CHF | 11 188 CHF | 100,00% | 100,00% |
15/11/2024 | 28,18% | 0,03 CHF | 0,04 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 11 015 CHF | 14 615 CHF | 100,00% | 100,00% |
14/11/2024 | 35,16% | 0,03 CHF | 0,04 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 8 832 CHF | 12 432 CHF | 100,00% | 100,00% |
13/11/2024 | 35,82% | 0,02 CHF | 0,03 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 8 355 CHF | 11 955 CHF | 100,00% | 100,00% |
12/11/2024 | 30,63% | 0,02 CHF | 0,03 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 9 984 CHF | 13 584 CHF | 100,00% | 100,00% |
11/11/2024 | 16,28% | 0,04 CHF | 0,05 CHF | 350 000 | 350 000 | 348 443 | 348 443 | 19 836 CHF | 23 320 CHF | 100,00% | 100,00% |
08/11/2024 | 15,49% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 284 942 | 284 942 | 17 392 CHF | 20 267 CHF | 99,20% | 99,20% |
07/11/2024 | 6,85% | 0,12 CHF | 0,13 CHF | 250 000 | 250 000 | 245 307 | 245 307 | 34 716 CHF | 37 169 CHF | 98,39% | 98,39% |