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 | 23.38% | 0.05 CHF | 0.06 CHF | 125'000 | 125'000 | 190'040 | 188'558 | 7'096 CHF | 8'928 CHF | 99.97% | 99.97% |
19.11.2024 | 24.92% | 0.04 CHF | 0.05 CHF | 275'000 | 250'000 | 253'635 | 222'124 | 8'779 CHF | 10'003 CHF | 99.85% | 99.85% |
18.11.2024 | 24.66% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 226'668 | 225'196 | 8'042 CHF | 10'243 CHF | 99.90% | 99.90% |
15.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 178'609 | 178'605 | 7'145 CHF | 8'931 CHF | 100.00% | 100.00% |
14.11.2024 | 22.16% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 179'392 | 179'396 | 7'192 CHF | 8'986 CHF | 99.53% | 99.53% |
13.11.2024 | 21.95% | 0.04 CHF | 0.05 CHF | 175'000 | 175'000 | 169'351 | 169'349 | 6'839 CHF | 8'533 CHF | 99.94% | 99.94% |
12.11.2024 | 21.55% | 0.04 CHF | 0.05 CHF | 175'000 | 175'000 | 158'277 | 158'275 | 6'560 CHF | 8'143 CHF | 99.83% | 99.83% |
11.11.2024 | 19.00% | 0.05 CHF | 0.06 CHF | 125'000 | 125'000 | 123'226 | 123'221 | 5'879 CHF | 7'111 CHF | 99.79% | 99.79% |
08.11.2024 | 17.18% | 0.05 CHF | 0.06 CHF | 125'000 | 125'000 | 107'849 | 107'847 | 5'736 CHF | 6'814 CHF | 99.82% | 99.82% |
07.11.2024 | 14.33% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 82'393 | 82'392 | 5'327 CHF | 6'151 CHF | 99.89% | 99.89% |