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 | 29,99% | 0,03 CHF | 0,04 CHF | 175 000 | 175 000 | 194 415 | 194 413 | 5 511 CHF | 7 455 CHF | 99,96% | 99,96% |
19/11/2024 | 29,81% | 0,03 CHF | 0,04 CHF | 200 000 | 200 000 | 189 682 | 189 683 | 5 382 CHF | 7 279 CHF | 99,82% | 99,82% |
18/11/2024 | 27,98% | 0,04 CHF | 0,05 CHF | 150 000 | 150 000 | 158 082 | 158 083 | 4 867 CHF | 6 448 CHF | 99,88% | 99,88% |
15/11/2024 | 25,33% | 0,04 CHF | 0,05 CHF | 150 000 | 150 000 | 146 843 | 146 842 | 5 071 CHF | 6 540 CHF | 100,00% | 100,00% |
14/11/2024 | 24,18% | 0,04 CHF | 0,05 CHF | 150 000 | 150 000 | 134 132 | 134 131 | 4 880 CHF | 6 221 CHF | 99,64% | 99,64% |
13/11/2024 | 22,02% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 107 013 | 107 013 | 4 326 CHF | 5 396 CHF | 99,93% | 99,93% |
12/11/2024 | 22,20% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 104 393 | 104 392 | 4 180 CHF | 5 224 CHF | 99,80% | 99,80% |
11/11/2024 | 22,44% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 124 218 | 124 218 | 4 919 CHF | 6 161 CHF | 99,84% | 99,84% |
08/11/2024 | 22,37% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 121 461 | 121 462 | 4 827 CHF | 6 042 CHF | 99,83% | 99,83% |
07/11/2024 | 20,39% | 0,05 CHF | 0,06 CHF | 100 000 | 100 000 | 104 368 | 104 369 | 4 588 CHF | 5 632 CHF | 99,89% | 99,89% |