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 | 19.53% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 23'329 CHF | 28'329 CHF | 99.56% | 99.56% |
19.11.2024 | 18.37% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 24'764 CHF | 29'764 CHF | 99.55% | 99.55% |
18.11.2024 | 19.14% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 23'813 CHF | 28'813 CHF | 99.55% | 99.55% |
15.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 25'000 CHF | 30'000 CHF | 98.90% | 98.90% |
14.11.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 24'383 CHF | 29'383 CHF | 98.70% | 98.70% |
13.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 25'013 CHF | 30'013 CHF | 72.42% | 72.42% |
12.11.2024 | 13.29% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 21'245 CHF | 24'245 CHF | 98.06% | 98.06% |
11.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 70'000 CHF | 75'000 CHF | 99.50% | 99.50% |
08.11.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 39'178 CHF | 42'178 CHF | 99.50% | 99.50% |
07.11.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 70'931 CHF | 75'931 CHF | 99.56% | 99.56% |