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 | 25.53% | 0.04 CHF | 0.05 CHF | 210'000 | 210'000 | 97'950 | 97'950 | 3'590 CHF | 4'573 CHF | 99.89% | 99.89% |
19.11.2024 | 25.91% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 99'186 | 99'186 | 3'426 CHF | 4'422 CHF | 99.94% | 99.94% |
18.11.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 210'000 | 210'000 | 79'022 | 79'022 | 3'159 CHF | 3'953 CHF | 99.89% | 99.89% |
15.11.2024 | 21.48% | 0.04 CHF | 0.05 CHF | 210'000 | 210'000 | 97'397 | 97'397 | 4'139 CHF | 5'124 CHF | 99.90% | 99.90% |
14.11.2024 | 16.96% | 0.05 CHF | 0.06 CHF | 210'000 | 210'000 | 86'568 | 86'568 | 4'722 CHF | 5'591 CHF | 100.00% | 100.00% |
13.11.2024 | 15.61% | 0.06 CHF | 0.07 CHF | 200'000 | 200'000 | 85'914 | 85'914 | 5'179 CHF | 6'042 CHF | 100.00% | 100.00% |
12.11.2024 | 11.70% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 84'247 | 84'247 | 6'879 CHF | 7'725 CHF | 99.94% | 99.94% |
11.11.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 84'760 | 84'760 | 7'612 CHF | 8'463 CHF | 99.89% | 99.89% |
08.11.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 84'403 | 84'403 | 7'454 CHF | 8'320 CHF | 99.20% | 99.20% |
07.11.2024 | 12.80% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 86'127 | 86'127 | 6'733 CHF | 7'598 CHF | 99.72% | 99.72% |