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 | 14.58% | 0.06 CHF | 0.07 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 6'839 CHF | 7'911 CHF | 100.00% | 100.00% |
19.11.2024 | 14.80% | 0.06 CHF | 0.07 CHF | 110'000 | 110'000 | 107'132 | 107'132 | 6'710 CHF | 7'782 CHF | 100.00% | 100.00% |
18.11.2024 | 17.35% | 0.05 CHF | 0.06 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 5'644 CHF | 6'715 CHF | 100.00% | 100.00% |
15.11.2024 | 21.13% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 112'644 | 112'644 | 4'809 CHF | 5'935 CHF | 100.00% | 100.00% |
14.11.2024 | 25.90% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 116'853 | 116'853 | 3'953 CHF | 5'121 CHF | 99.36% | 99.36% |
13.11.2024 | 20.78% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 115'925 | 115'925 | 5'034 CHF | 6'194 CHF | 100.00% | 100.00% |
12.11.2024 | 21.15% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 116'994 | 116'994 | 4'963 CHF | 6'133 CHF | 68.32% | 100.00% |
11.11.2024 | 13.08% | 0.06 CHF | 0.07 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 7'686 CHF | 8'758 CHF | 99.93% | 99.93% |
08.11.2024 | 8.65% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 97'247 | 97'247 | 10'976 CHF | 11'948 CHF | 100.00% | 100.00% |
07.11.2024 | 4.53% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 107'091 | 107'091 | 23'212 CHF | 24'283 CHF | 98.53% | 98.53% |