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 | 22.72% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 99'743 | 99'741 | 3'923 CHF | 4'920 CHF | 99.97% | 99.97% |
19.11.2024 | 25.92% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 100'671 | 100'673 | 3'413 CHF | 4'420 CHF | 99.84% | 99.84% |
18.11.2024 | 26.04% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 3'354 CHF | 4'354 CHF | 99.91% | 99.91% |
15.11.2024 | 25.17% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 101'463 | 101'463 | 3'544 CHF | 4'559 CHF | 100.00% | 100.00% |
14.11.2024 | 31.47% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 121'586 | 121'586 | 3'263 CHF | 4'479 CHF | 99.52% | 99.52% |
13.11.2024 | 36.29% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 137'560 | 137'560 | 3'108 CHF | 4'484 CHF | 99.94% | 99.94% |
12.11.2024 | 33.57% | 0.03 CHF | 0.04 CHF | 125'000 | 125'000 | 124'606 | 124'604 | 3'094 CHF | 4'340 CHF | 99.77% | 99.77% |
11.11.2024 | 22.43% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 100'366 | 100'411 | 4'037 CHF | 5'043 CHF | 99.77% | 99.77% |
08.11.2024 | 36.21% | 0.03 CHF | 0.04 CHF | 125'000 | 125'000 | 139'884 | 139'856 | 3'178 CHF | 4'576 CHF | 99.81% | 99.81% |
07.11.2024 | 23.36% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 100'412 | 100'420 | 3'810 CHF | 4'814 CHF | 99.91% | 99.91% |