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 | 21,57% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 129 353 | 129 353 | 5 370 CHF | 6 664 CHF | 99,42% | 99,42% |
19/11/2024 | 21,46% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 129 535 | 129 535 | 5 409 CHF | 6 705 CHF | 100,00% | 100,00% |
18/11/2024 | 20,52% | 0,05 CHF | 0,06 CHF | 130 000 | 130 000 | 129 640 | 129 640 | 5 683 CHF | 6 980 CHF | 99,88% | 99,88% |
15/11/2024 | 25,61% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 4 461 CHF | 5 761 CHF | 100,00% | 100,00% |
14/11/2024 | 27,71% | 0,03 CHF | 0,04 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 4 070 CHF | 5 370 CHF | 98,58% | 98,58% |
13/11/2024 | 29,11% | 0,03 CHF | 0,04 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 3 849 CHF | 5 149 CHF | 100,00% | 100,00% |
12/11/2024 | 26,82% | 0,03 CHF | 0,04 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 4 236 CHF | 5 536 CHF | 99,87% | 99,87% |
11/11/2024 | 17,56% | 0,05 CHF | 0,06 CHF | 120 000 | 120 000 | 121 552 | 121 552 | 6 319 CHF | 7 534 CHF | 100,00% | 100,00% |
08/11/2024 | 18,47% | 0,05 CHF | 0,06 CHF | 130 000 | 130 000 | 128 390 | 128 390 | 6 331 CHF | 7 614 CHF | 99,06% | 99,06% |
07/11/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 120 000 | 120 000 | 120 828 | 120 828 | 7 379 CHF | 8 587 CHF | 100,00% | 100,00% |