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 | 33.10% | 0.03 CHF | 0.04 CHF | 275'000 | 250'000 | 246'746 | 233'789 | 6'203 CHF | 8'263 CHF | 99.96% | 99.96% |
19.11.2024 | 30.59% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 229'374 | 225'390 | 6'347 CHF | 8'508 CHF | 99.81% | 99.81% |
18.11.2024 | 29.89% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 220'813 | 220'552 | 6'292 CHF | 8'491 CHF | 99.91% | 99.91% |
15.11.2024 | 22.35% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 156'239 | 156'243 | 6'221 CHF | 7'783 CHF | 100.00% | 100.00% |
14.11.2024 | 18.88% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 130'764 | 130'765 | 6'276 CHF | 7'583 CHF | 99.53% | 99.53% |
13.11.2024 | 16.95% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 122'998 | 122'996 | 6'633 CHF | 7'863 CHF | 99.96% | 99.96% |
12.11.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 89'183 | 89'184 | 6'555 CHF | 7'447 CHF | 99.83% | 99.83% |
11.11.2024 | 9.81% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 7'313 CHF | 8'063 CHF | 99.81% | 99.81% |
08.11.2024 | 9.40% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 7'702 CHF | 8'452 CHF | 99.81% | 99.81% |
07.11.2024 | 7.13% | 0.12 CHF | 0.13 CHF | 75'000 | 75'000 | 60'140 | 60'139 | 8'105 CHF | 8'706 CHF | 99.88% | 99.88% |