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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 15.91% | 0.06 CHF | 0.07 CHF | 130'000 | 130'000 | 61'377 | 61'377 | 3'618 CHF | 4'233 CHF | 100.00% | 100.00% |
20.11.2024 | 39.79% | 0.05 CHF | 0.06 CHF | 130'000 | 130'000 | 63'430 | 63'430 | 2'533 CHF | 3'537 CHF | 99.90% | 99.90% |
19.11.2024 | 27.15% | 0.05 CHF | 0.06 CHF | 130'000 | 130'000 | 63'778 | 63'778 | 2'603 CHF | 3'469 CHF | 99.85% | 99.85% |
18.11.2024 | 18.18% | 0.06 CHF | 0.07 CHF | 130'000 | 130'000 | 63'817 | 63'817 | 3'329 CHF | 3'969 CHF | 99.90% | 99.90% |
15.11.2024 | 10.12% | 0.08 CHF | 0.09 CHF | 130'000 | 130'000 | 61'414 | 61'414 | 5'575 CHF | 6'190 CHF | 100.00% | 100.00% |
14.11.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 57'510 | 57'510 | 7'350 CHF | 7'986 CHF | 100.00% | 100.00% |
13.11.2024 | 7.73% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 54'708 | 54'708 | 9'583 CHF | 10'275 CHF | 100.00% | 100.00% |
12.11.2024 | 6.37% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 46'763 | 46'763 | 14'907 CHF | 15'754 CHF | 99.73% | 99.73% |
11.11.2024 | 6.90% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 46'697 | 46'697 | 15'259 CHF | 16'045 CHF | 100.00% | 100.00% |
08.11.2024 | 6.44% | 0.24 CHF | 0.25 CHF | 90'000 | 90'000 | 44'801 | 44'801 | 14'506 CHF | 15'358 CHF | 98.25% | 98.25% |