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 | 28,57% | 0,03 CHF | 0,04 CHF | 250 000 | 200 000 | 250 000 | 200 000 | 7 500 CHF | 8 000 CHF | 99,38% | 99,38% |
19/11/2024 | 28,09% | 0,03 CHF | 0,04 CHF | 250 000 | 200 000 | 250 000 | 193 836 | 7 690 CHF | 7 867 CHF | 99,38% | 99,38% |
18/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 10 000 CHF | 7 500 CHF | 99,37% | 99,37% |
15/11/2024 | 20,33% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 11 170 CHF | 8 202 CHF | 99,36% | 99,36% |
14/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 500 CHF | 9 000 CHF | 99,38% | 99,38% |
13/11/2024 | 21,67% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 10 344 CHF | 7 707 CHF | 99,38% | 99,38% |
12/11/2024 | 21,10% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 10 693 CHF | 7 915 CHF | 99,15% | 99,15% |
11/11/2024 | 18,16% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 524 CHF | 9 014 CHF | 99,38% | 99,38% |
08/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 500 CHF | 9 000 CHF | 99,38% | 99,38% |
07/11/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 14 769 CHF | 10 362 CHF | 96,22% | 96,22% |