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 | 43.19% | 0.02 CHF | 0.04 CHF | 130'000 | 130'000 | 126'407 | 126'407 | 3'291 CHF | 5'067 CHF | 100.00% | 100.00% |
19.11.2024 | 48.59% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 128'316 | 128'316 | 3'114 CHF | 5'071 CHF | 100.00% | 100.00% |
18.11.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 118'795 | 118'795 | 4'591 CHF | 5'780 CHF | 100.00% | 100.00% |
15.11.2024 | 19.85% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 119'277 | 119'277 | 5'532 CHF | 6'726 CHF | 100.00% | 100.00% |
14.11.2024 | 21.92% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 128'683 | 128'683 | 5'338 CHF | 6'626 CHF | 99.18% | 99.18% |
13.11.2024 | 21.08% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 125'180 | 125'180 | 5'443 CHF | 6'696 CHF | 100.00% | 100.00% |
12.11.2024 | 15.69% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 120'020 | 120'020 | 7'213 CHF | 8'415 CHF | 100.00% | 100.00% |
11.11.2024 | 9.00% | 0.09 CHF | 0.10 CHF | 120'000 | 120'000 | 118'793 | 118'793 | 12'869 CHF | 14'058 CHF | 100.00% | 100.00% |
08.11.2024 | 11.98% | 0.07 CHF | 0.08 CHF | 120'000 | 120'000 | 118'774 | 118'774 | 9'693 CHF | 10'882 CHF | 98.47% | 98.47% |
07.11.2024 | 6.34% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 118'793 | 118'793 | 19'136 CHF | 20'325 CHF | 100.00% | 100.00% |