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 | 25,62% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 58 436 | 58 436 | 2 394 CHF | 3 095 CHF | 100,00% | 100,00% |
19/11/2024 | 24,94% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 2 470 CHF | 3 171 CHF | 100,00% | 100,00% |
18/11/2024 | 26,16% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 58 438 | 58 438 | 2 330 CHF | 3 031 CHF | 100,00% | 100,00% |
15/11/2024 | 30,46% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 58 436 | 58 436 | 1 971 CHF | 2 672 CHF | 100,00% | 100,00% |
14/11/2024 | 34,85% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 58 426 | 58 426 | 1 664 CHF | 2 365 CHF | 99,36% | 99,36% |
13/11/2024 | 31,50% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 58 437 | 58 437 | 1 877 CHF | 2 578 CHF | 100,00% | 100,00% |
12/11/2024 | 30,37% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 59 452 | 59 452 | 2 002 CHF | 2 715 CHF | 68,32% | 100,00% |
11/11/2024 | 23,79% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 2 599 CHF | 3 300 CHF | 99,93% | 99,93% |
08/11/2024 | 18,01% | 0,05 CHF | 0,06 CHF | 60 000 | 60 000 | 58 437 | 58 437 | 3 587 CHF | 4 288 CHF | 100,00% | 100,00% |
07/11/2024 | 10,99% | 0,11 CHF | 0,12 CHF | 60 000 | 60 000 | 58 413 | 58 413 | 6 056 CHF | 6 757 CHF | 98,53% | 98,53% |