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 | 26.75% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 4'699 CHF | 6'139 CHF | 99.43% | 99.43% |
19.11.2024 | 27.43% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 4'549 CHF | 5'989 CHF | 100.00% | 100.00% |
18.11.2024 | 31.03% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 3'947 CHF | 5'387 CHF | 99.88% | 99.88% |
15.11.2024 | 35.60% | 0.03 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 3'351 CHF | 4'791 CHF | 100.00% | 100.00% |
14.11.2024 | 44.66% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 2'555 CHF | 3'995 CHF | 98.60% | 98.60% |
13.11.2024 | 54.77% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'927 CHF | 3'367 CHF | 100.00% | 100.00% |
12.11.2024 | 58.23% | 0.01 CHF | 0.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'788 CHF | 3'228 CHF | 99.88% | 99.88% |
11.11.2024 | 41.61% | 0.02 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 2'749 CHF | 4'189 CHF | 100.00% | 100.00% |
08.11.2024 | 56.19% | 0.01 CHF | 0.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'853 CHF | 3'293 CHF | 98.31% | 98.31% |
07.11.2024 | 36.69% | 0.02 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 3'238 CHF | 4'678 CHF | 100.00% | 100.00% |