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 | 76,11% | 0,02 CHF | 0,03 CHF | 130 000 | 130 000 | 121 129 | 121 129 | 1 407 CHF | 3 095 CHF | 100,00% | 100,00% |
19/11/2024 | 57,64% | 0,02 CHF | 0,03 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 2 087 CHF | 3 696 CHF | 99,85% | 99,85% |
18/11/2024 | 151,71% | 0,00 CHF | 0,02 CHF | 130 000 | 130 000 | 128 252 | 128 252 | 437 CHF | 3 078 CHF | 90,04% | 100,00% |
15/11/2024 | 82,24% | 0,00 CHF | 0,02 CHF | 120 000 | 120 000 | 122 600 | 122 600 | 1 286 CHF | 3 024 CHF | 100,00% | 100,00% |
14/11/2024 | 111,30% | 0,01 CHF | 0,02 CHF | 130 000 | 130 000 | 129 020 | 129 020 | 895 CHF | 3 096 CHF | 100,00% | 100,00% |
13/11/2024 | 169,23% | 0,00 CHF | 0,02 CHF | 120 000 | 120 000 | 127 852 | 127 852 | 256 CHF | 3 068 CHF | 23,84% | 100,00% |
12/11/2024 | 129,28% | 0,00 CHF | 0,02 CHF | 130 000 | 130 000 | 121 923 | 121 923 | 660 CHF | 2 926 CHF | 78,88% | 99,85% |
11/11/2024 | 71,43% | 0,01 CHF | 0,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 530 CHF | 3 217 CHF | 100,00% | 100,00% |
08/11/2024 | 96,48% | 0,01 CHF | 0,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 025 CHF | 2 905 CHF | 98,88% | 98,88% |
07/11/2024 | 68,90% | 0,01 CHF | 0,03 CHF | 130 000 | 130 000 | 123 492 | 123 492 | 1 620 CHF | 3 287 CHF | 100,00% | 100,00% |