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 | 43,19% | 0,02 CHF | 0,04 CHF | 130 000 | 130 000 | 126 407 | 126 407 | 3 291 CHF | 5 067 CHF | 100,00% | 100,00% |
19/11/2024 | 48,59% | 0,03 CHF | 0,04 CHF | 130 000 | 130 000 | 128 316 | 128 316 | 3 114 CHF | 5 071 CHF | 100,00% | 100,00% |
18/11/2024 | 23,49% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 118 795 | 118 795 | 4 591 CHF | 5 780 CHF | 100,00% | 100,00% |
15/11/2024 | 19,85% | 0,05 CHF | 0,06 CHF | 120 000 | 120 000 | 119 277 | 119 277 | 5 532 CHF | 6 726 CHF | 100,00% | 100,00% |
14/11/2024 | 21,92% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 128 683 | 128 683 | 5 338 CHF | 6 626 CHF | 99,18% | 99,18% |
13/11/2024 | 21,08% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 125 180 | 125 180 | 5 443 CHF | 6 696 CHF | 100,00% | 100,00% |
12/11/2024 | 15,69% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 120 020 | 120 020 | 7 213 CHF | 8 415 CHF | 100,00% | 100,00% |
11/11/2024 | 9,00% | 0,09 CHF | 0,10 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 12 869 CHF | 14 058 CHF | 100,00% | 100,00% |
08/11/2024 | 11,98% | 0,07 CHF | 0,08 CHF | 120 000 | 120 000 | 118 774 | 118 774 | 9 693 CHF | 10 882 CHF | 98,47% | 98,47% |
07/11/2024 | 6,34% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 19 136 CHF | 20 325 CHF | 100,00% | 100,00% |