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 | 16.25% | 0.07 CHF | 0.08 CHF | 110'000 | 110'000 | 64'141 | 64'141 | 3'924 CHF | 4'568 CHF | 99.90% | 99.90% |
19.11.2024 | 18.87% | 0.06 CHF | 0.07 CHF | 110'000 | 110'000 | 64'223 | 64'223 | 3'266 CHF | 3'912 CHF | 98.91% | 98.91% |
18.11.2024 | 23.86% | 0.04 CHF | 0.05 CHF | 110'000 | 110'000 | 64'097 | 64'097 | 2'436 CHF | 3'080 CHF | 99.59% | 99.59% |
15.11.2024 | 23.82% | 0.03 CHF | 0.04 CHF | 110'000 | 110'000 | 64'037 | 64'037 | 2'412 CHF | 3'056 CHF | 99.89% | 99.89% |
14.11.2024 | 27.48% | 0.04 CHF | 0.05 CHF | 110'000 | 110'000 | 62'306 | 62'306 | 2'138 CHF | 2'763 CHF | 98.84% | 98.84% |
13.11.2024 | 18.03% | 0.04 CHF | 0.05 CHF | 110'000 | 110'000 | 64'147 | 64'147 | 3'257 CHF | 3'901 CHF | 100.00% | 100.00% |
12.11.2024 | 25.03% | 0.05 CHF | 0.06 CHF | 110'000 | 110'000 | 59'564 | 59'564 | 2'931 CHF | 3'682 CHF | 100.00% | 100.00% |
11.11.2024 | 11.27% | 0.07 CHF | 0.08 CHF | 110'000 | 110'000 | 63'629 | 63'629 | 5'485 CHF | 6'129 CHF | 99.93% | 99.93% |
08.11.2024 | 14.77% | 0.12 CHF | 0.13 CHF | 110'000 | 110'000 | 42'387 | 42'387 | 5'205 CHF | 5'676 CHF | 100.00% | 100.00% |
07.11.2024 | 7.35% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 48'626 | 48'626 | 6'776 CHF | 7'279 CHF | 98.22% | 98.22% |