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 | 30,15% | 0,06 CHF | 0,08 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 4 467 CHF | 6 027 CHF | 100,00% | 100,00% |
19/11/2024 | 31,11% | 0,09 CHF | 0,11 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 4 298 CHF | 5 858 CHF | 100,00% | 100,00% |
18/11/2024 | 22,12% | 0,12 CHF | 0,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 294 CHF | 7 854 CHF | 98,98% | 98,98% |
15/11/2024 | 20,45% | 0,08 CHF | 0,10 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 6 976 CHF | 8 536 CHF | 100,00% | 100,00% |
14/11/2024 | 13,02% | 0,20 CHF | 0,23 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 11 215 CHF | 12 775 CHF | 100,00% | 100,00% |
13/11/2024 | 12,73% | 0,19 CHF | 0,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 11 528 CHF | 13 088 CHF | 99,88% | 99,88% |
12/11/2024 | 10,59% | 0,23 CHF | 0,26 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 16 120 CHF | 17 920 CHF | 100,00% | 100,00% |
11/11/2024 | 8,20% | 0,35 CHF | 0,38 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 21 104 CHF | 22 904 CHF | 100,00% | 100,00% |
08/11/2024 | 9,96% | 0,29 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 17 255 CHF | 19 055 CHF | 100,00% | 100,00% |
07/11/2024 | 7,59% | 0,38 CHF | 0,41 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 842 CHF | 24 642 CHF | 99,67% | 99,67% |