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 | 27,93% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 144 957 | 144 957 | 4 448 CHF | 5 897 CHF | 99,95% | 99,95% |
19/11/2024 | 22,59% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 94 726 | 94 726 | 3 704 CHF | 4 651 CHF | 97,13% | 97,13% |
18/11/2024 | 18,70% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 3 647 CHF | 4 397 CHF | 99,88% | 99,88% |
15/11/2024 | 18,50% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 3 685 CHF | 4 435 CHF | 100,00% | 100,00% |
14/11/2024 | 19,03% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 3 575 CHF | 4 325 CHF | 99,52% | 99,52% |
13/11/2024 | 18,65% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 3 654 CHF | 4 404 CHF | 99,95% | 99,95% |
12/11/2024 | 21,65% | 0,05 CHF | 0,06 CHF | 75 000 | 75 000 | 97 998 | 97 999 | 4 037 CHF | 5 017 CHF | 99,76% | 99,76% |
11/11/2024 | 24,60% | 0,04 CHF | 0,05 CHF | 125 000 | 125 000 | 120 359 | 120 360 | 4 284 CHF | 5 488 CHF | 99,80% | 99,80% |
08/11/2024 | 21,79% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 4 097 CHF | 5 097 CHF | 99,85% | 99,85% |
07/11/2024 | 21,66% | 0,04 CHF | 0,05 CHF | 100 000 | 100 000 | 98 378 | 98 376 | 4 049 CHF | 5 033 CHF | 96,72% | 96,72% |