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 | 29.99% | 0.03 CHF | 0.04 CHF | 175'000 | 175'000 | 194'415 | 194'413 | 5'511 CHF | 7'455 CHF | 99.96% | 99.96% |
19.11.2024 | 29.81% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 189'682 | 189'683 | 5'382 CHF | 7'279 CHF | 99.82% | 99.82% |
18.11.2024 | 27.98% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 158'082 | 158'083 | 4'867 CHF | 6'448 CHF | 99.88% | 99.88% |
15.11.2024 | 25.33% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 146'843 | 146'842 | 5'071 CHF | 6'540 CHF | 100.00% | 100.00% |
14.11.2024 | 24.18% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 134'132 | 134'131 | 4'880 CHF | 6'221 CHF | 99.64% | 99.64% |
13.11.2024 | 22.02% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 107'013 | 107'013 | 4'326 CHF | 5'396 CHF | 99.93% | 99.93% |
12.11.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 104'393 | 104'392 | 4'180 CHF | 5'224 CHF | 99.80% | 99.80% |
11.11.2024 | 22.44% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 124'218 | 124'218 | 4'919 CHF | 6'161 CHF | 99.84% | 99.84% |
08.11.2024 | 22.37% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 121'461 | 121'462 | 4'827 CHF | 6'042 CHF | 99.83% | 99.83% |
07.11.2024 | 20.39% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 104'368 | 104'369 | 4'588 CHF | 5'632 CHF | 99.89% | 99.89% |