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 | 20.47% | 0.05 CHF | 0.06 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 6'163 CHF | 7'563 CHF | 100.00% | 100.00% |
19.11.2024 | 32.28% | 0.03 CHF | 0.04 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 3'652 CHF | 5'052 CHF | 100.00% | 100.00% |
18.11.2024 | 31.40% | 0.03 CHF | 0.04 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 3'797 CHF | 5'197 CHF | 100.00% | 100.00% |
15.11.2024 | 22.76% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 129'043 | 129'043 | 5'097 CHF | 6'388 CHF | 100.00% | 100.00% |
14.11.2024 | 16.00% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 5'772 CHF | 6'772 CHF | 99.98% | 99.98% |
13.11.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 7'431 CHF | 8'431 CHF | 100.00% | 100.00% |
12.11.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 125'748 | 125'748 | 13'689 CHF | 14'946 CHF | 100.00% | 100.00% |
11.11.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 10'474 CHF | 11'774 CHF | 100.00% | 100.00% |
08.11.2024 | 14.53% | 0.06 CHF | 0.07 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 8'351 CHF | 9'651 CHF | 98.90% | 98.90% |
07.11.2024 | 10.85% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 10'475 CHF | 11'675 CHF | 100.00% | 100.00% |