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 | 21.57% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 129'353 | 129'353 | 5'370 CHF | 6'664 CHF | 99.42% | 99.42% |
19.11.2024 | 21.46% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 129'535 | 129'535 | 5'409 CHF | 6'705 CHF | 100.00% | 100.00% |
18.11.2024 | 20.52% | 0.05 CHF | 0.06 CHF | 130'000 | 130'000 | 129'640 | 129'640 | 5'683 CHF | 6'980 CHF | 99.88% | 99.88% |
15.11.2024 | 25.61% | 0.04 CHF | 0.05 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 4'461 CHF | 5'761 CHF | 100.00% | 100.00% |
14.11.2024 | 27.71% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 4'070 CHF | 5'370 CHF | 98.58% | 98.58% |
13.11.2024 | 29.11% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 3'849 CHF | 5'149 CHF | 100.00% | 100.00% |
12.11.2024 | 26.82% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 4'236 CHF | 5'536 CHF | 99.87% | 99.87% |
11.11.2024 | 17.56% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 121'552 | 121'552 | 6'319 CHF | 7'534 CHF | 100.00% | 100.00% |
08.11.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 130'000 | 130'000 | 128'390 | 128'390 | 6'331 CHF | 7'614 CHF | 99.06% | 99.06% |
07.11.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 120'828 | 120'828 | 7'379 CHF | 8'587 CHF | 100.00% | 100.00% |