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 | 33.63% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 4'587 CHF | 6'437 CHF | 100.00% | 100.00% |
19.11.2024 | 32.33% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 4'801 CHF | 6'651 CHF | 100.00% | 100.00% |
18.11.2024 | 36.89% | 0.03 CHF | 0.04 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 4'112 CHF | 5'962 CHF | 100.00% | 100.00% |
15.11.2024 | 38.97% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 3'864 CHF | 5'714 CHF | 100.00% | 100.00% |
14.11.2024 | 46.53% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 190'164 | 190'164 | 3'155 CHF | 5'056 CHF | 99.36% | 99.36% |
13.11.2024 | 42.29% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 185'921 | 185'921 | 3'478 CHF | 5'337 CHF | 100.00% | 100.00% |
12.11.2024 | 40.26% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 184'992 | 184'992 | 3'676 CHF | 5'526 CHF | 98.86% | 100.00% |
11.11.2024 | 28.99% | 0.03 CHF | 0.04 CHF | 190'000 | 190'000 | 175'736 | 175'736 | 5'193 CHF | 6'950 CHF | 99.93% | 99.93% |
08.11.2024 | 24.29% | 0.03 CHF | 0.04 CHF | 180'000 | 180'000 | 175'311 | 175'311 | 6'388 CHF | 8'141 CHF | 100.00% | 100.00% |
07.11.2024 | 17.17% | 0.06 CHF | 0.07 CHF | 170'000 | 170'000 | 171'048 | 171'048 | 9'125 CHF | 10'836 CHF | 98.41% | 98.41% |