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 | 19.30% | 0.05 CHF | 0.06 CHF | 200'000 | 200'000 | 151'915 | 151'895 | 7'077 CHF | 8'595 CHF | 99.97% | 99.97% |
19.11.2024 | 16.75% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 111'332 | 111'332 | 6'084 CHF | 7'197 CHF | 99.85% | 99.85% |
18.11.2024 | 16.73% | 0.06 CHF | 0.07 CHF | 125'000 | 125'000 | 112'212 | 112'212 | 6'146 CHF | 7'268 CHF | 99.91% | 99.91% |
15.11.2024 | 16.52% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 118'632 | 118'632 | 6'582 CHF | 7'768 CHF | 100.00% | 100.00% |
14.11.2024 | 16.83% | 0.05 CHF | 0.06 CHF | 125'000 | 125'000 | 114'757 | 114'758 | 6'236 CHF | 7'384 CHF | 99.52% | 99.52% |
13.11.2024 | 16.78% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 117'915 | 117'913 | 6'386 CHF | 7'565 CHF | 99.94% | 99.94% |
12.11.2024 | 16.82% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 120'924 | 120'926 | 6'586 CHF | 7'795 CHF | 99.79% | 99.79% |
11.11.2024 | 16.87% | 0.05 CHF | 0.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 6'793 CHF | 8'043 CHF | 99.81% | 99.81% |
08.11.2024 | 15.02% | 0.06 CHF | 0.07 CHF | 125'000 | 125'000 | 107'816 | 107'814 | 6'633 CHF | 7'711 CHF | 99.83% | 99.83% |
07.11.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 120'555 | 120'553 | 7'224 CHF | 8'430 CHF | 99.90% | 99.90% |