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 | 53,89% | 0,01 CHF | 0,02 CHF | 250 000 | 250 000 | 114 208 | 114 208 | 1 562 CHF | 2 709 CHF | 99,90% | 99,90% |
19/11/2024 | 53,18% | 0,01 CHF | 0,02 CHF | 250 000 | 250 000 | 109 757 | 109 757 | 1 544 CHF | 2 646 CHF | 100,00% | 100,00% |
18/11/2024 | 45,69% | 0,01 CHF | 0,02 CHF | 250 000 | 250 000 | 107 614 | 107 614 | 1 778 CHF | 2 858 CHF | 99,90% | 99,90% |
15/11/2024 | 48,34% | 0,02 CHF | 0,03 CHF | 240 000 | 240 000 | 94 931 | 94 931 | 1 519 CHF | 2 472 CHF | 99,34% | 99,34% |
14/11/2024 | 48,40% | 0,02 CHF | 0,03 CHF | 240 000 | 240 000 | 106 698 | 106 698 | 1 711 CHF | 2 782 CHF | 100,00% | 100,00% |
13/11/2024 | 47,41% | 0,02 CHF | 0,03 CHF | 240 000 | 240 000 | 106 713 | 106 713 | 1 789 CHF | 2 861 CHF | 100,00% | 100,00% |
12/11/2024 | 48,04% | 0,02 CHF | 0,03 CHF | 240 000 | 240 000 | 106 710 | 106 710 | 1 754 CHF | 2 826 CHF | 99,85% | 99,85% |
11/11/2024 | 51,97% | 0,02 CHF | 0,03 CHF | 240 000 | 240 000 | 106 800 | 106 800 | 1 607 CHF | 2 679 CHF | 99,90% | 99,90% |
08/11/2024 | 51,42% | 0,01 CHF | 0,02 CHF | 240 000 | 240 000 | 109 764 | 109 764 | 1 656 CHF | 2 758 CHF | 100,00% | 100,00% |
07/11/2024 | 50,88% | 0,01 CHF | 0,02 CHF | 240 000 | 240 000 | 104 598 | 104 598 | 1 597 CHF | 2 647 CHF | 99,90% | 99,90% |