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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 19,23% | 0,05 CHF | 0,06 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 8 957 CHF | 10 857 CHF | 0,83% | 97,20% |
22/11/2024 | 23,89% | 0,04 CHF | 0,05 CHF | 190 000 | 190 000 | 185 820 | 185 820 | 6 864 CHF | 8 722 CHF | 100,00% | 100,00% |
20/11/2024 | 18,60% | 0,05 CHF | 0,06 CHF | 190 000 | 190 000 | 185 048 | 185 048 | 9 037 CHF | 10 887 CHF | 100,00% | 100,00% |
19/11/2024 | 18,24% | 0,05 CHF | 0,06 CHF | 190 000 | 190 000 | 185 045 | 185 045 | 9 237 CHF | 11 088 CHF | 100,00% | 100,00% |
18/11/2024 | 19,84% | 0,05 CHF | 0,06 CHF | 190 000 | 190 000 | 185 053 | 185 053 | 8 418 CHF | 10 268 CHF | 100,00% | 100,00% |
15/11/2024 | 21,14% | 0,04 CHF | 0,05 CHF | 190 000 | 190 000 | 185 049 | 185 049 | 7 951 CHF | 9 801 CHF | 100,00% | 100,00% |
14/11/2024 | 27,10% | 0,04 CHF | 0,05 CHF | 190 000 | 190 000 | 190 170 | 190 170 | 6 102 CHF | 8 004 CHF | 99,41% | 99,41% |
13/11/2024 | 22,29% | 0,04 CHF | 0,05 CHF | 190 000 | 190 000 | 185 939 | 185 939 | 7 445 CHF | 9 305 CHF | 100,00% | 100,00% |
12/11/2024 | 20,94% | 0,04 CHF | 0,05 CHF | 190 000 | 190 000 | 184 993 | 184 993 | 7 931 CHF | 9 781 CHF | 98,86% | 100,00% |
11/11/2024 | 13,26% | 0,06 CHF | 0,07 CHF | 180 000 | 180 000 | 175 300 | 175 300 | 12 391 CHF | 14 144 CHF | 99,93% | 99,93% |