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 | 22.33% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 123'863 | 123'863 | 4'899 CHF | 6'137 CHF | 99.96% | 99.96% |
19.11.2024 | 19.34% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 90'890 | 90'888 | 4'241 CHF | 5'150 CHF | 99.79% | 99.79% |
18.11.2024 | 26.52% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 148'865 | 148'862 | 4'860 CHF | 6'348 CHF | 99.91% | 99.91% |
15.11.2024 | 24.39% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 141'703 | 141'704 | 5'081 CHF | 6'498 CHF | 100.00% | 100.00% |
14.11.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 127'080 | 127'077 | 4'773 CHF | 6'043 CHF | 99.55% | 99.55% |
13.11.2024 | 16.62% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 4'154 CHF | 4'904 CHF | 99.96% | 99.96% |
12.11.2024 | 19.10% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 93'525 | 93'526 | 4'422 CHF | 5'357 CHF | 99.78% | 99.78% |
11.11.2024 | 17.47% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 81'557 | 81'557 | 4'244 CHF | 5'059 CHF | 99.81% | 99.81% |
08.11.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 4'486 CHF | 5'236 CHF | 99.81% | 99.81% |
07.11.2024 | 17.48% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 80'732 | 80'731 | 4'209 CHF | 5'016 CHF | 99.90% | 99.90% |