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 | 31.89% | 0.02 CHF | 0.03 CHF | 530'000 | 530'000 | 259'667 | 259'667 | 6'771 CHF | 9'374 CHF | 99.89% | 99.89% |
19.11.2024 | 32.41% | 0.02 CHF | 0.03 CHF | 530'000 | 530'000 | 260'459 | 260'459 | 6'766 CHF | 9'374 CHF | 100.00% | 100.00% |
18.11.2024 | 33.93% | 0.03 CHF | 0.04 CHF | 520'000 | 520'000 | 253'878 | 253'878 | 6'758 CHF | 9'301 CHF | 99.85% | 99.85% |
15.11.2024 | 34.00% | 0.02 CHF | 0.03 CHF | 530'000 | 530'000 | 261'259 | 261'259 | 6'305 CHF | 8'921 CHF | 99.99% | 99.99% |
14.11.2024 | 23.54% | 0.03 CHF | 0.04 CHF | 520'000 | 520'000 | 245'797 | 245'797 | 9'231 CHF | 11'699 CHF | 100.00% | 100.00% |
13.11.2024 | 20.87% | 0.04 CHF | 0.05 CHF | 520'000 | 520'000 | 224'504 | 224'504 | 11'398 CHF | 14'109 CHF | 100.00% | 100.00% |
12.11.2024 | 13.92% | 0.06 CHF | 0.07 CHF | 510'000 | 510'000 | 242'147 | 242'147 | 16'520 CHF | 18'951 CHF | 100.00% | 100.00% |
11.11.2024 | 12.76% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 241'091 | 241'091 | 18'098 CHF | 20'519 CHF | 100.00% | 100.00% |
08.11.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 490'000 | 490'000 | 237'454 | 237'454 | 21'869 CHF | 24'252 CHF | 99.85% | 99.85% |
07.11.2024 | 12.41% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 243'699 | 243'699 | 19'759 CHF | 22'213 CHF | 100.00% | 100.00% |