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 | 65,84% | 0,01 CHF | 0,02 CHF | 170 000 | 170 000 | 79 859 | 79 859 | 885 CHF | 1 687 CHF | 99,89% | 99,89% |
19/11/2024 | 67,18% | 0,01 CHF | 0,02 CHF | 180 000 | 180 000 | 83 433 | 83 433 | 839 CHF | 1 677 CHF | 99,94% | 99,94% |
18/11/2024 | 55,19% | 0,01 CHF | 0,02 CHF | 170 000 | 170 000 | 64 691 | 64 691 | 832 CHF | 1 482 CHF | 99,89% | 99,89% |
15/11/2024 | 46,42% | 0,01 CHF | 0,02 CHF | 170 000 | 170 000 | 79 005 | 79 005 | 1 296 CHF | 2 094 CHF | 99,90% | 99,90% |
14/11/2024 | 34,47% | 0,02 CHF | 0,03 CHF | 170 000 | 170 000 | 70 812 | 70 812 | 1 689 CHF | 2 400 CHF | 100,00% | 100,00% |
13/11/2024 | 28,72% | 0,03 CHF | 0,04 CHF | 160 000 | 160 000 | 70 031 | 70 031 | 2 110 CHF | 2 814 CHF | 100,00% | 100,00% |
12/11/2024 | 16,83% | 0,05 CHF | 0,06 CHF | 160 000 | 160 000 | 71 261 | 71 261 | 3 936 CHF | 4 652 CHF | 99,94% | 99,94% |
11/11/2024 | 13,47% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 71 637 | 71 637 | 5 073 CHF | 5 793 CHF | 99,89% | 99,89% |
08/11/2024 | 13,64% | 0,06 CHF | 0,07 CHF | 160 000 | 160 000 | 70 662 | 70 662 | 4 924 CHF | 5 648 CHF | 98,90% | 98,90% |
07/11/2024 | 16,57% | 0,07 CHF | 0,08 CHF | 160 000 | 160 000 | 72 060 | 72 060 | 4 392 CHF | 5 116 CHF | 99,72% | 99,72% |