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 | 20,32% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 30 538 | 30 538 | 1 380 CHF | 1 687 CHF | 99,90% | 99,90% |
19/11/2024 | 25,86% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 30 508 | 30 508 | 1 049 CHF | 1 356 CHF | 100,00% | 100,00% |
18/11/2024 | 22,90% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 21 032 | 21 032 | 794 CHF | 1 005 CHF | 99,90% | 99,90% |
15/11/2024 | 25,53% | 0,04 CHF | 0,05 CHF | 60 000 | 60 000 | 30 539 | 30 539 | 1 123 CHF | 1 430 CHF | 99,90% | 99,90% |
14/11/2024 | 33,88% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 30 560 | 30 560 | 763 CHF | 1 070 CHF | 100,00% | 100,00% |
13/11/2024 | 31,57% | 0,03 CHF | 0,04 CHF | 60 000 | 60 000 | 30 525 | 30 525 | 877 CHF | 1 184 CHF | 100,00% | 100,00% |
12/11/2024 | 21,16% | 0,03 CHF | 0,04 CHF | 70 000 | 70 000 | 31 550 | 31 550 | 1 306 CHF | 1 623 CHF | 99,90% | 99,90% |
11/11/2024 | 49,04% | 0,06 CHF | 0,07 CHF | 60 000 | 60 000 | 10 792 | 10 792 | 701 CHF | 1 081 CHF | 99,88% | 99,88% |
08/11/2024 | 25,47% | 0,05 CHF | 0,06 CHF | 60 000 | 60 000 | 30 580 | 30 580 | 1 153 CHF | 1 460 CHF | 100,00% | 100,00% |
07/11/2024 | 27,04% | 0,03 CHF | 0,04 CHF | 70 000 | 70 000 | 32 668 | 32 668 | 1 073 CHF | 1 401 CHF | 99,90% | 99,90% |