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 | 59,68% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 222 688 | 222 688 | 2 672 CHF | 4 911 CHF | 99,90% | 99,90% |
19/11/2024 | 58,46% | 0,01 CHF | 0,02 CHF | 490 000 | 490 000 | 213 859 | 213 859 | 2 620 CHF | 4 769 CHF | 100,00% | 100,00% |
18/11/2024 | 48,09% | 0,01 CHF | 0,02 CHF | 490 000 | 490 000 | 211 974 | 211 974 | 3 244 CHF | 5 373 CHF | 99,90% | 99,90% |
15/11/2024 | 48,95% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 187 290 | 187 290 | 2 965 CHF | 4 847 CHF | 99,45% | 99,45% |
14/11/2024 | 48,44% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 210 998 | 210 998 | 3 376 CHF | 5 495 CHF | 100,00% | 100,00% |
13/11/2024 | 48,59% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 209 728 | 209 728 | 3 356 CHF | 5 475 CHF | 100,00% | 100,00% |
12/11/2024 | 49,28% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 211 617 | 211 617 | 3 335 CHF | 5 461 CHF | 99,87% | 99,87% |
11/11/2024 | 52,34% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 213 638 | 213 638 | 3 196 CHF | 5 342 CHF | 99,61% | 99,61% |
08/11/2024 | 53,45% | 0,01 CHF | 0,02 CHF | 480 000 | 480 000 | 216 955 | 216 955 | 3 044 CHF | 5 223 CHF | 99,44% | 99,44% |
07/11/2024 | 52,67% | 0,01 CHF | 0,02 CHF | 480 000 | 480 000 | 209 075 | 209 075 | 3 017 CHF | 5 116 CHF | 99,90% | 99,90% |