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 | 38,25% | 0,04 CHF | 0,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 2 137 CHF | 3 137 CHF | 99,97% | 99,97% |
19/11/2024 | 35,89% | 0,05 CHF | 0,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 2 296 CHF | 3 296 CHF | 99,76% | 99,76% |
18/11/2024 | 36,85% | 0,05 CHF | 0,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 2 232 CHF | 3 232 CHF | 99,92% | 99,92% |
15/11/2024 | 33,06% | 0,05 CHF | 0,07 CHF | 50 000 | 50 000 | 49 778 | 49 776 | 2 518 CHF | 3 513 CHF | 100,00% | 100,00% |
14/11/2024 | 29,87% | 0,06 CHF | 0,08 CHF | 25 000 | 25 000 | 30 179 | 30 179 | 1 701 CHF | 2 304 CHF | 99,66% | 99,66% |
13/11/2024 | 31,09% | 0,06 CHF | 0,08 CHF | 50 000 | 50 000 | 38 971 | 38 971 | 2 110 CHF | 2 889 CHF | 99,96% | 99,96% |
12/11/2024 | 29,26% | 0,06 CHF | 0,08 CHF | 25 000 | 25 000 | 25 262 | 25 262 | 1 475 CHF | 1 980 CHF | 99,81% | 99,81% |
11/11/2024 | 27,14% | 0,07 CHF | 0,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 602 CHF | 2 102 CHF | 99,77% | 99,77% |
08/11/2024 | 25,96% | 0,07 CHF | 0,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 678 CHF | 2 178 CHF | 99,88% | 99,88% |
07/11/2024 | 24,21% | 0,08 CHF | 0,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 818 CHF | 2 318 CHF | 99,90% | 99,90% |