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 | 25,87% | 0,04 CHF | 0,05 CHF | 170 000 | 170 000 | 79 857 | 79 857 | 2 816 CHF | 3 618 CHF | 99,89% | 99,89% |
19/11/2024 | 28,54% | 0,03 CHF | 0,04 CHF | 180 000 | 180 000 | 83 432 | 83 432 | 2 591 CHF | 3 429 CHF | 99,94% | 99,94% |
18/11/2024 | 22,91% | 0,04 CHF | 0,05 CHF | 170 000 | 170 000 | 64 692 | 64 692 | 2 488 CHF | 3 138 CHF | 99,89% | 99,89% |
15/11/2024 | 22,48% | 0,04 CHF | 0,05 CHF | 170 000 | 170 000 | 79 005 | 79 005 | 3 187 CHF | 3 985 CHF | 99,90% | 99,90% |
14/11/2024 | 17,49% | 0,05 CHF | 0,06 CHF | 170 000 | 170 000 | 70 816 | 70 816 | 3 721 CHF | 4 432 CHF | 100,00% | 100,00% |
13/11/2024 | 17,26% | 0,06 CHF | 0,07 CHF | 160 000 | 160 000 | 69 132 | 69 132 | 3 782 CHF | 4 477 CHF | 100,00% | 100,00% |
12/11/2024 | 12,10% | 0,06 CHF | 0,07 CHF | 160 000 | 160 000 | 70 990 | 70 990 | 5 522 CHF | 6 235 CHF | 99,94% | 99,94% |
11/11/2024 | 11,94% | 0,09 CHF | 0,10 CHF | 160 000 | 160 000 | 70 499 | 70 499 | 5 723 CHF | 6 431 CHF | 99,89% | 99,89% |
08/11/2024 | 12,17% | 0,07 CHF | 0,08 CHF | 160 000 | 160 000 | 70 261 | 70 261 | 5 708 CHF | 6 427 CHF | 98,90% | 98,90% |
07/11/2024 | 13,72% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 72 059 | 72 059 | 5 220 CHF | 5 943 CHF | 99,72% | 99,72% |