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 | 20.32% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 30'538 | 30'538 | 1'380 CHF | 1'687 CHF | 99.90% | 99.90% |
19.11.2024 | 25.86% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 30'508 | 30'508 | 1'049 CHF | 1'356 CHF | 100.00% | 100.00% |
18.11.2024 | 22.90% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 21'032 | 21'032 | 794 CHF | 1'005 CHF | 99.90% | 99.90% |
15.11.2024 | 25.53% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 30'539 | 30'539 | 1'123 CHF | 1'430 CHF | 99.90% | 99.90% |
14.11.2024 | 33.88% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 30'560 | 30'560 | 763 CHF | 1'070 CHF | 100.00% | 100.00% |
13.11.2024 | 31.57% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 30'525 | 30'525 | 877 CHF | 1'184 CHF | 100.00% | 100.00% |
12.11.2024 | 21.16% | 0.03 CHF | 0.04 CHF | 70'000 | 70'000 | 31'550 | 31'550 | 1'306 CHF | 1'623 CHF | 99.90% | 99.90% |
11.11.2024 | 49.04% | 0.06 CHF | 0.07 CHF | 60'000 | 60'000 | 10'792 | 10'792 | 701 CHF | 1'081 CHF | 99.88% | 99.88% |
08.11.2024 | 25.47% | 0.05 CHF | 0.06 CHF | 60'000 | 60'000 | 30'580 | 30'580 | 1'153 CHF | 1'460 CHF | 100.00% | 100.00% |
07.11.2024 | 27.04% | 0.03 CHF | 0.04 CHF | 70'000 | 70'000 | 32'668 | 32'668 | 1'073 CHF | 1'401 CHF | 99.90% | 99.90% |