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 | 28,55% | 0,08 CHF | 0,10 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 565 CHF | 2 085 CHF | 99,42% | 99,42% |
19/11/2024 | 37,71% | 0,06 CHF | 0,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 129 CHF | 1 640 CHF | 100,00% | 100,00% |
18/11/2024 | 25,29% | 0,09 CHF | 0,12 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 800 CHF | 2 320 CHF | 99,88% | 99,88% |
15/11/2024 | 19,51% | 0,11 CHF | 0,13 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 2 430 CHF | 2 950 CHF | 100,00% | 100,00% |
14/11/2024 | 20,53% | 0,15 CHF | 0,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 2 299 CHF | 2 819 CHF | 98,50% | 98,50% |
13/11/2024 | 28,26% | 0,10 CHF | 0,12 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 604 CHF | 2 123 CHF | 100,00% | 100,00% |
12/11/2024 | 14,69% | 0,13 CHF | 0,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 301 CHF | 3 821 CHF | 99,87% | 99,87% |
11/11/2024 | 12,49% | 0,20 CHF | 0,23 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 907 CHF | 4 427 CHF | 100,00% | 100,00% |
08/11/2024 | 15,67% | 0,15 CHF | 0,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 066 CHF | 3 586 CHF | 98,31% | 98,31% |
07/11/2024 | 13,30% | 0,19 CHF | 0,21 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 664 CHF | 4 184 CHF | 100,00% | 100,00% |