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 | 28.57% | 0.03 CHF | 0.04 CHF | 250'000 | 200'000 | 250'000 | 200'000 | 7'500 CHF | 8'000 CHF | 99.38% | 99.38% |
19.11.2024 | 28.09% | 0.03 CHF | 0.04 CHF | 250'000 | 200'000 | 250'000 | 193'836 | 7'690 CHF | 7'867 CHF | 99.38% | 99.38% |
18.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 10'000 CHF | 7'500 CHF | 99.37% | 99.37% |
15.11.2024 | 20.33% | 0.04 CHF | 0.05 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 11'170 CHF | 8'202 CHF | 99.36% | 99.36% |
14.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'500 CHF | 9'000 CHF | 99.38% | 99.38% |
13.11.2024 | 21.67% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 10'344 CHF | 7'707 CHF | 99.38% | 99.38% |
12.11.2024 | 21.10% | 0.04 CHF | 0.05 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 10'693 CHF | 7'915 CHF | 99.15% | 99.15% |
11.11.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'524 CHF | 9'014 CHF | 99.38% | 99.38% |
08.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'500 CHF | 9'000 CHF | 99.38% | 99.38% |
07.11.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 14'769 CHF | 10'362 CHF | 96.22% | 96.22% |