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 | 68,06% | 0,01 CHF | 0,02 CHF | 420 000 | 420 000 | 188 757 | 188 757 | 1 936 CHF | 3 852 CHF | 99,89% | 99,89% |
19/11/2024 | 68,63% | 0,01 CHF | 0,02 CHF | 440 000 | 440 000 | 193 874 | 193 874 | 1 921 CHF | 3 887 CHF | 99,94% | 99,94% |
18/11/2024 | 61,23% | 0,01 CHF | 0,02 CHF | 420 000 | 420 000 | 154 184 | 154 184 | 1 683 CHF | 3 233 CHF | 99,89% | 99,89% |
15/11/2024 | 61,57% | 0,01 CHF | 0,02 CHF | 420 000 | 420 000 | 187 468 | 187 468 | 2 106 CHF | 4 000 CHF | 99,90% | 99,90% |
14/11/2024 | 50,91% | 0,01 CHF | 0,02 CHF | 420 000 | 420 000 | 173 509 | 173 509 | 2 551 CHF | 4 294 CHF | 100,00% | 100,00% |
13/11/2024 | 48,16% | 0,02 CHF | 0,03 CHF | 400 000 | 400 000 | 171 829 | 171 829 | 2 770 CHF | 4 496 CHF | 100,00% | 100,00% |
12/11/2024 | 37,59% | 0,02 CHF | 0,03 CHF | 400 000 | 400 000 | 169 037 | 169 037 | 3 692 CHF | 5 390 CHF | 99,94% | 99,94% |
11/11/2024 | 35,05% | 0,03 CHF | 0,04 CHF | 380 000 | 380 000 | 170 200 | 170 200 | 4 115 CHF | 5 825 CHF | 99,89% | 99,89% |
08/11/2024 | 35,60% | 0,02 CHF | 0,03 CHF | 380 000 | 380 000 | 166 580 | 166 580 | 3 971 CHF | 5 679 CHF | 98,90% | 98,90% |
07/11/2024 | 40,47% | 0,02 CHF | 0,03 CHF | 380 000 | 380 000 | 171 985 | 171 985 | 3 605 CHF | 5 333 CHF | 99,90% | 99,90% |