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 | 28.55% | 0.08 CHF | 0.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'565 CHF | 2'085 CHF | 99.42% | 99.42% |
19.11.2024 | 37.71% | 0.06 CHF | 0.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'129 CHF | 1'640 CHF | 100.00% | 100.00% |
18.11.2024 | 25.29% | 0.09 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'800 CHF | 2'320 CHF | 99.88% | 99.88% |
15.11.2024 | 19.51% | 0.11 CHF | 0.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'430 CHF | 2'950 CHF | 100.00% | 100.00% |
14.11.2024 | 20.53% | 0.15 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'299 CHF | 2'819 CHF | 98.50% | 98.50% |
13.11.2024 | 28.26% | 0.10 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'604 CHF | 2'123 CHF | 100.00% | 100.00% |
12.11.2024 | 14.69% | 0.13 CHF | 0.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'301 CHF | 3'821 CHF | 99.87% | 99.87% |
11.11.2024 | 12.49% | 0.20 CHF | 0.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'907 CHF | 4'427 CHF | 100.00% | 100.00% |
08.11.2024 | 15.67% | 0.15 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'066 CHF | 3'586 CHF | 98.31% | 98.31% |
07.11.2024 | 13.30% | 0.19 CHF | 0.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'664 CHF | 4'184 CHF | 100.00% | 100.00% |