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 | 24.10% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 97'983 | 97'983 | 3'940 CHF | 4'924 CHF | 99.90% | 99.90% |
19.11.2024 | 25.68% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 99'560 | 99'560 | 3'460 CHF | 4'460 CHF | 99.94% | 99.94% |
18.11.2024 | 19.94% | 0.04 CHF | 0.05 CHF | 210'000 | 210'000 | 79'668 | 79'668 | 3'525 CHF | 4'325 CHF | 99.90% | 99.90% |
15.11.2024 | 17.55% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 97'529 | 97'529 | 5'098 CHF | 6'083 CHF | 99.90% | 99.90% |
14.11.2024 | 12.16% | 0.07 CHF | 0.08 CHF | 210'000 | 210'000 | 86'759 | 86'759 | 6'705 CHF | 7'577 CHF | 100.00% | 100.00% |
13.11.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 85'915 | 85'915 | 7'676 CHF | 8'540 CHF | 100.00% | 100.00% |
12.11.2024 | 7.17% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 83'430 | 83'430 | 11'344 CHF | 12'182 CHF | 99.94% | 99.94% |
11.11.2024 | 6.10% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 80'699 | 80'699 | 13'182 CHF | 13'993 CHF | 99.90% | 99.90% |
08.11.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 66'273 | 66'273 | 11'212 CHF | 11'892 CHF | 98.94% | 98.94% |
07.11.2024 | 6.91% | 0.17 CHF | 0.18 CHF | 190'000 | 190'000 | 85'947 | 85'947 | 13'043 CHF | 13'906 CHF | 99.52% | 99.52% |