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 | 35,44% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 222 996 | 222 996 | 5 232 CHF | 7 471 CHF | 99,89% | 99,89% |
19/11/2024 | 33,43% | 0,02 CHF | 0,03 CHF | 490 000 | 490 000 | 213 823 | 213 823 | 5 424 CHF | 7 572 CHF | 100,00% | 100,00% |
18/11/2024 | 27,66% | 0,03 CHF | 0,04 CHF | 490 000 | 490 000 | 212 024 | 212 024 | 6 426 CHF | 8 555 CHF | 99,86% | 99,86% |
15/11/2024 | 27,96% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 187 451 | 187 451 | 5 932 CHF | 7 815 CHF | 99,33% | 99,33% |
14/11/2024 | 27,75% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 210 997 | 210 997 | 6 681 CHF | 8 801 CHF | 100,00% | 100,00% |
13/11/2024 | 26,69% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 210 991 | 210 991 | 7 051 CHF | 9 171 CHF | 100,00% | 100,00% |
12/11/2024 | 27,85% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 211 615 | 211 615 | 6 831 CHF | 8 957 CHF | 99,87% | 99,87% |
11/11/2024 | 28,85% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 213 642 | 213 642 | 6 625 CHF | 8 770 CHF | 99,58% | 99,58% |
08/11/2024 | 30,17% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 216 470 | 216 470 | 6 322 CHF | 8 496 CHF | 100,00% | 100,00% |
07/11/2024 | 28,92% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 209 197 | 209 197 | 6 382 CHF | 8 483 CHF | 99,82% | 99,82% |