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 | 25.62% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 58'436 | 58'436 | 2'394 CHF | 3'095 CHF | 100.00% | 100.00% |
19.11.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 2'470 CHF | 3'171 CHF | 100.00% | 100.00% |
18.11.2024 | 26.16% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 58'438 | 58'438 | 2'330 CHF | 3'031 CHF | 100.00% | 100.00% |
15.11.2024 | 30.46% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 58'436 | 58'436 | 1'971 CHF | 2'672 CHF | 100.00% | 100.00% |
14.11.2024 | 34.85% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 58'426 | 58'426 | 1'664 CHF | 2'365 CHF | 99.36% | 99.36% |
13.11.2024 | 31.50% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 58'437 | 58'437 | 1'877 CHF | 2'578 CHF | 100.00% | 100.00% |
12.11.2024 | 30.37% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 59'452 | 59'452 | 2'002 CHF | 2'715 CHF | 68.32% | 100.00% |
11.11.2024 | 23.79% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 2'599 CHF | 3'300 CHF | 99.93% | 99.93% |
08.11.2024 | 18.01% | 0.05 CHF | 0.06 CHF | 60'000 | 60'000 | 58'437 | 58'437 | 3'587 CHF | 4'288 CHF | 100.00% | 100.00% |
07.11.2024 | 10.99% | 0.11 CHF | 0.12 CHF | 60'000 | 60'000 | 58'413 | 58'413 | 6'056 CHF | 6'757 CHF | 98.53% | 98.53% |