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 | 17.41% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 53'406 | 53'406 | 2'859 CHF | 3'395 CHF | 99.90% | 99.90% |
19.11.2024 | 21.75% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 53'352 | 53'352 | 2'237 CHF | 2'773 CHF | 100.00% | 100.00% |
18.11.2024 | 20.33% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 38'069 | 38'069 | 1'640 CHF | 2'023 CHF | 99.89% | 99.89% |
15.11.2024 | 22.32% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 53'407 | 53'407 | 2'291 CHF | 2'827 CHF | 99.90% | 99.90% |
14.11.2024 | 29.35% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 53'404 | 53'404 | 1'592 CHF | 2'129 CHF | 100.00% | 100.00% |
13.11.2024 | 29.09% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 58'496 | 58'496 | 1'855 CHF | 2'442 CHF | 100.00% | 100.00% |
12.11.2024 | 20.33% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 54'416 | 54'416 | 2'313 CHF | 2'860 CHF | 99.90% | 99.90% |
11.11.2024 | 49.11% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 19'050 | 19'050 | 1'227 CHF | 1'892 CHF | 99.60% | 99.60% |
08.11.2024 | 23.48% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 58'686 | 58'686 | 2'438 CHF | 3'027 CHF | 100.00% | 100.00% |
07.11.2024 | 24.58% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 60'762 | 60'762 | 2'232 CHF | 2'842 CHF | 99.90% | 99.90% |