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 | 30.85% | 0.05 CHF | 0.06 CHF | 630'000 | 630'000 | 221'703 | 221'703 | 8'190 CHF | 10'410 CHF | 99.78% | 99.78% |
19.11.2024 | 31.47% | 0.03 CHF | 0.04 CHF | 650'000 | 650'000 | 225'699 | 225'699 | 5'934 CHF | 8'193 CHF | 100.00% | 100.00% |
18.11.2024 | 25.43% | 0.03 CHF | 0.04 CHF | 640'000 | 640'000 | 222'771 | 222'771 | 7'559 CHF | 9'789 CHF | 99.90% | 99.90% |
15.11.2024 | 21.46% | 0.04 CHF | 0.05 CHF | 640'000 | 640'000 | 221'916 | 221'916 | 9'214 CHF | 11'436 CHF | 100.00% | 100.00% |
14.11.2024 | 20.30% | 0.06 CHF | 0.07 CHF | 620'000 | 620'000 | 210'200 | 210'200 | 10'638 CHF | 12'750 CHF | 100.00% | 100.00% |
13.11.2024 | 20.26% | 0.05 CHF | 0.06 CHF | 630'000 | 630'000 | 217'964 | 217'964 | 10'188 CHF | 12'378 CHF | 100.00% | 100.00% |
12.11.2024 | 16.79% | 0.05 CHF | 0.06 CHF | 630'000 | 630'000 | 218'222 | 218'222 | 11'607 CHF | 13'799 CHF | 100.00% | 100.00% |
11.11.2024 | 16.13% | 0.08 CHF | 0.09 CHF | 620'000 | 620'000 | 215'277 | 215'277 | 14'021 CHF | 16'183 CHF | 99.77% | 99.77% |
08.11.2024 | 8.82% | 0.07 CHF | 0.08 CHF | 450'000 | 450'000 | 129'272 | 129'272 | 9'865 CHF | 11'159 CHF | 95.26% | 98.61% |
07.11.2024 | 5.60% | 0.20 CHF | 0.21 CHF | 510'000 | 510'000 | 177'061 | 177'061 | 33'695 CHF | 35'473 CHF | 99.85% | 99.85% |