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 | 57,67% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 30 129 | 30 129 | 380 CHF | 687 CHF | 99,89% | 99,89% |
19/11/2024 | 75,87% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 30 498 | 30 498 | 269 CHF | 611 CHF | 100,00% | 100,00% |
18/11/2024 | 61,91% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 21 032 | 21 032 | 231 CHF | 453 CHF | 99,89% | 99,89% |
15/11/2024 | 74,39% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 30 539 | 30 539 | 310 CHF | 635 CHF | 99,90% | 99,90% |
14/11/2024 | 108,49% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 30 558 | 30 558 | 183 CHF | 613 CHF | 100,00% | 100,00% |
13/11/2024 | 81,45% | 0,01 CHF | 0,02 CHF | 60 000 | 60 000 | 30 525 | 30 525 | 276 CHF | 618 CHF | 100,00% | 100,00% |
12/11/2024 | 47,45% | 0,01 CHF | 0,02 CHF | 70 000 | 70 000 | 31 549 | 31 549 | 499 CHF | 816 CHF | 99,90% | 99,90% |
11/11/2024 | 85,26% | 0,02 CHF | 0,03 CHF | 60 000 | 60 000 | 10 792 | 10 792 | 295 CHF | 675 CHF | 99,88% | 99,88% |
08/11/2024 | 59,63% | 0,02 CHF | 0,03 CHF | 60 000 | 60 000 | 30 579 | 30 579 | 392 CHF | 699 CHF | 100,00% | 100,00% |
07/11/2024 | 66,80% | 0,01 CHF | 0,02 CHF | 70 000 | 70 000 | 32 668 | 32 668 | 340 CHF | 673 CHF | 99,89% | 99,89% |