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 | 18.60% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 9'037 CHF | 10'887 CHF | 100.00% | 100.00% |
19.11.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 9'237 CHF | 11'088 CHF | 100.00% | 100.00% |
18.11.2024 | 19.84% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 8'418 CHF | 10'268 CHF | 100.00% | 100.00% |
15.11.2024 | 21.14% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 7'951 CHF | 9'801 CHF | 100.00% | 100.00% |
14.11.2024 | 27.10% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 190'170 | 190'170 | 6'102 CHF | 8'004 CHF | 99.41% | 99.41% |
13.11.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 185'939 | 185'939 | 7'445 CHF | 9'305 CHF | 100.00% | 100.00% |
12.11.2024 | 20.94% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 184'993 | 184'993 | 7'931 CHF | 9'781 CHF | 98.86% | 100.00% |
11.11.2024 | 13.26% | 0.06 CHF | 0.07 CHF | 180'000 | 180'000 | 175'300 | 175'300 | 12'391 CHF | 14'144 CHF | 99.93% | 99.93% |
08.11.2024 | 9.91% | 0.07 CHF | 0.08 CHF | 130'000 | 130'000 | 125'888 | 125'888 | 12'225 CHF | 13'484 CHF | 99.91% | 99.91% |
07.11.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 146'028 | 146'028 | 22'042 CHF | 23'502 CHF | 98.41% | 98.41% |