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 | 17.34% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'655 CHF | 3'155 CHF | 99.97% | 99.97% |
19.11.2024 | 18.58% | 0.05 CHF | 0.06 CHF | 50'000 | 50'000 | 52'210 | 52'209 | 2'546 CHF | 3'068 CHF | 99.80% | 99.80% |
18.11.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'436 CHF | 2'936 CHF | 99.89% | 99.89% |
15.11.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'085 CHF | 3'585 CHF | 100.00% | 100.00% |
14.11.2024 | 15.24% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 47'727 | 47'727 | 2'887 CHF | 3'364 CHF | 99.64% | 99.64% |
13.11.2024 | 9.82% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'432 CHF | 2'682 CHF | 99.93% | 99.93% |
12.11.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 25'000 | 25'000 | 25'040 | 25'040 | 2'217 CHF | 2'467 CHF | 99.80% | 99.80% |
11.11.2024 | 17.49% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 56'691 | 56'691 | 2'965 CHF | 3'532 CHF | 99.81% | 99.81% |
08.11.2024 | 19.32% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 59'002 | 59'002 | 2'745 CHF | 3'335 CHF | 99.88% | 99.88% |
07.11.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 50'000 | 50'000 | 59'453 | 59'453 | 2'954 CHF | 3'549 CHF | 99.91% | 99.91% |