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 | 74.91% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 1'008 CHF | 2'205 CHF | 100.00% | 100.00% |
19.11.2024 | 40.52% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 2'206 CHF | 3'306 CHF | 99.84% | 99.84% |
18.11.2024 | 49.34% | 0.03 CHF | 0.04 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 1'789 CHF | 2'889 CHF | 100.00% | 100.00% |
15.11.2024 | 45.55% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 109'991 | 109'991 | 1'894 CHF | 2'994 CHF | 100.00% | 100.00% |
14.11.2024 | 34.09% | 0.03 CHF | 0.04 CHF | 110'000 | 110'000 | 109'988 | 109'988 | 2'710 CHF | 3'810 CHF | 100.00% | 100.00% |
13.11.2024 | 55.71% | 0.04 CHF | 0.05 CHF | 110'000 | 110'000 | 109'984 | 109'984 | 1'737 CHF | 2'881 CHF | 100.00% | 100.00% |
12.11.2024 | 6.91% | 0.07 CHF | 0.08 CHF | 110'000 | 110'000 | 100'464 | 100'464 | 14'354 CHF | 15'359 CHF | 99.78% | 99.78% |
11.11.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 99'968 | 99'968 | 18'786 CHF | 19'786 CHF | 100.00% | 100.00% |
08.11.2024 | 6.50% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 14'922 CHF | 15'922 CHF | 98.58% | 98.58% |
07.11.2024 | 5.77% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 16'862 CHF | 17'862 CHF | 100.00% | 100.00% |