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 | 27.93% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 144'957 | 144'957 | 4'448 CHF | 5'897 CHF | 99.95% | 99.95% |
19.11.2024 | 22.59% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 94'726 | 94'726 | 3'704 CHF | 4'651 CHF | 97.13% | 97.13% |
18.11.2024 | 18.70% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 3'647 CHF | 4'397 CHF | 99.88% | 99.88% |
15.11.2024 | 18.50% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 3'685 CHF | 4'435 CHF | 100.00% | 100.00% |
14.11.2024 | 19.03% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 3'575 CHF | 4'325 CHF | 99.52% | 99.52% |
13.11.2024 | 18.65% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 3'654 CHF | 4'404 CHF | 99.95% | 99.95% |
12.11.2024 | 21.65% | 0.05 CHF | 0.06 CHF | 75'000 | 75'000 | 97'998 | 97'999 | 4'037 CHF | 5'017 CHF | 99.76% | 99.76% |
11.11.2024 | 24.60% | 0.04 CHF | 0.05 CHF | 125'000 | 125'000 | 120'359 | 120'360 | 4'284 CHF | 5'488 CHF | 99.80% | 99.80% |
08.11.2024 | 21.79% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 4'097 CHF | 5'097 CHF | 99.85% | 99.85% |
07.11.2024 | 21.66% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 98'378 | 98'376 | 4'049 CHF | 5'033 CHF | 96.72% | 96.72% |