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 | 37.24% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 4'821 CHF | 7'021 CHF | 100.00% | 100.00% |
19.11.2024 | 26.77% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 213'758 | 213'758 | 6'996 CHF | 9'134 CHF | 99.85% | 99.85% |
18.11.2024 | 31.79% | 0.04 CHF | 0.05 CHF | 210'000 | 210'000 | 218'429 | 218'429 | 6'036 CHF | 8'220 CHF | 100.00% | 100.00% |
15.11.2024 | 31.06% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 6'044 CHF | 8'244 CHF | 100.00% | 100.00% |
14.11.2024 | 24.69% | 0.04 CHF | 0.05 CHF | 210'000 | 210'000 | 216'963 | 216'963 | 7'758 CHF | 9'928 CHF | 100.00% | 100.00% |
13.11.2024 | 34.77% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 218'260 | 218'260 | 5'706 CHF | 7'889 CHF | 100.00% | 100.00% |
12.11.2024 | 6.73% | 0.08 CHF | 0.09 CHF | 160'000 | 160'000 | 159'189 | 159'189 | 23'247 CHF | 24'839 CHF | 99.30% | 99.30% |
11.11.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 160'000 | 160'000 | 159'950 | 159'950 | 29'772 CHF | 31'372 CHF | 100.00% | 100.00% |
08.11.2024 | 6.39% | 0.16 CHF | 0.17 CHF | 170'000 | 170'000 | 177'772 | 177'772 | 26'975 CHF | 28'753 CHF | 98.58% | 98.58% |
07.11.2024 | 5.83% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 31'645 CHF | 33'545 CHF | 100.00% | 100.00% |