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 | 18.50% | 0.04 CHF | 0.05 CHF | 75'000 | 75'000 | 57'260 | 57'259 | 2'807 CHF | 3'379 CHF | 99.95% | 99.95% |
19.11.2024 | 22.58% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 84'999 | 85'005 | 3'339 CHF | 4'190 CHF | 97.18% | 97.18% |
18.11.2024 | 26.34% | 0.03 CHF | 0.04 CHF | 125'000 | 125'000 | 104'234 | 104'234 | 3'444 CHF | 4'487 CHF | 99.88% | 99.88% |
15.11.2024 | 25.42% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 101'412 | 101'412 | 3'487 CHF | 4'501 CHF | 100.00% | 100.00% |
14.11.2024 | 24.08% | 0.04 CHF | 0.05 CHF | 75'000 | 75'000 | 93'684 | 93'686 | 3'415 CHF | 4'352 CHF | 99.53% | 99.53% |
13.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 86'661 | 86'664 | 3'464 CHF | 4'330 CHF | 99.95% | 99.95% |
12.11.2024 | 18.66% | 0.04 CHF | 0.05 CHF | 75'000 | 75'000 | 74'726 | 74'725 | 3'644 CHF | 4'391 CHF | 99.75% | 99.75% |
11.11.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'299 | 50'300 | 3'097 CHF | 3'600 CHF | 99.80% | 99.80% |
08.11.2024 | 16.58% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 55'140 | 55'137 | 3'045 CHF | 3'596 CHF | 99.82% | 99.82% |
07.11.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 55'929 | 55'930 | 3'260 CHF | 3'819 CHF | 96.70% | 96.70% |