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 | 34.16% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 5'408 CHF | 7'608 CHF | 100.00% | 100.00% |
19.11.2024 | 37.74% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 4'759 CHF | 6'959 CHF | 100.00% | 100.00% |
18.11.2024 | 35.24% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 5'166 CHF | 7'366 CHF | 100.00% | 100.00% |
15.11.2024 | 26.78% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 7'180 CHF | 9'380 CHF | 100.00% | 100.00% |
14.11.2024 | 23.86% | 0.04 CHF | 0.05 CHF | 220'000 | 220'000 | 219'879 | 219'879 | 8'172 CHF | 10'371 CHF | 100.00% | 100.00% |
13.11.2024 | 30.37% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 221'006 | 221'006 | 6'255 CHF | 8'467 CHF | 100.00% | 100.00% |
12.11.2024 | 23.04% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 8'480 CHF | 10'680 CHF | 100.00% | 100.00% |
11.11.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 12'359 CHF | 14'459 CHF | 100.00% | 100.00% |
08.11.2024 | 17.80% | 0.05 CHF | 0.06 CHF | 220'000 | 220'000 | 213'646 | 213'646 | 10'985 CHF | 13'121 CHF | 100.00% | 100.00% |
07.11.2024 | 14.48% | 0.06 CHF | 0.07 CHF | 210'000 | 210'000 | 209'833 | 209'833 | 13'464 CHF | 15'563 CHF | 100.00% | 100.00% |