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 | 31.09% | 0.04 CHF | 0.05 CHF | 110'000 | 110'000 | 64'142 | 64'142 | 1'895 CHF | 2'540 CHF | 99.90% | 99.90% |
19.11.2024 | 36.72% | 0.03 CHF | 0.04 CHF | 110'000 | 110'000 | 64'223 | 64'223 | 1'518 CHF | 2'163 CHF | 98.91% | 98.91% |
18.11.2024 | 39.29% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 64'099 | 64'099 | 1'328 CHF | 1'972 CHF | 99.58% | 99.58% |
15.11.2024 | 41.10% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 64'043 | 64'043 | 1'261 CHF | 1'905 CHF | 99.89% | 99.89% |
14.11.2024 | 45.03% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 62'299 | 62'299 | 1'151 CHF | 1'777 CHF | 98.89% | 98.89% |
13.11.2024 | 31.09% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 64'146 | 64'146 | 1'748 CHF | 2'392 CHF | 100.00% | 100.00% |
12.11.2024 | 44.69% | 0.03 CHF | 0.04 CHF | 110'000 | 110'000 | 59'656 | 59'656 | 1'516 CHF | 2'268 CHF | 99.82% | 99.82% |
11.11.2024 | 24.14% | 0.03 CHF | 0.04 CHF | 110'000 | 110'000 | 63'626 | 63'626 | 2'375 CHF | 3'019 CHF | 99.93% | 99.93% |
08.11.2024 | 27.52% | 0.06 CHF | 0.07 CHF | 110'000 | 110'000 | 42'391 | 42'391 | 2'546 CHF | 3'017 CHF | 100.00% | 100.00% |
07.11.2024 | 13.51% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 48'625 | 48'625 | 3'556 CHF | 4'060 CHF | 98.22% | 98.22% |