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 | 29.38% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 204'060 | 203'826 | 5'926 CHF | 7'960 CHF | 99.95% | 99.95% |
19.11.2024 | 34.57% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 259'609 | 240'908 | 6'225 CHF | 8'211 CHF | 99.76% | 99.76% |
18.11.2024 | 21.84% | 0.04 CHF | 0.05 CHF | 175'000 | 175'000 | 158'075 | 158'074 | 6'459 CHF | 8'040 CHF | 99.88% | 99.88% |
15.11.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 148'036 | 148'037 | 6'658 CHF | 8'139 CHF | 100.00% | 100.00% |
14.11.2024 | 22.68% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 169'842 | 169'842 | 6'625 CHF | 8'324 CHF | 99.62% | 99.62% |
13.11.2024 | 24.52% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 193'336 | 193'335 | 6'918 CHF | 8'851 CHF | 99.96% | 99.96% |
12.11.2024 | 25.18% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 197'340 | 197'335 | 6'851 CHF | 8'824 CHF | 99.82% | 99.82% |
11.11.2024 | 13.98% | 0.06 CHF | 0.07 CHF | 125'000 | 125'000 | 117'997 | 117'998 | 7'853 CHF | 9'033 CHF | 99.80% | 99.80% |
08.11.2024 | 18.78% | 0.06 CHF | 0.07 CHF | 125'000 | 125'000 | 148'631 | 148'630 | 7'181 CHF | 8'667 CHF | 99.85% | 99.85% |
07.11.2024 | 19.10% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 153'242 | 153'244 | 7'266 CHF | 8'799 CHF | 99.92% | 99.92% |