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 | 12.19% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 52'594 | 52'594 | 4'044 CHF | 4'570 CHF | 99.96% | 99.96% |
19.11.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 53'551 | 53'550 | 3'973 CHF | 4'508 CHF | 99.81% | 99.81% |
18.11.2024 | 10.80% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'394 CHF | 4'894 CHF | 99.90% | 99.90% |
15.11.2024 | 8.16% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'901 CHF | 6'401 CHF | 100.00% | 100.00% |
14.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 32'825 | 32'827 | 4'982 CHF | 5'311 CHF | 99.65% | 99.65% |
13.11.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 32'283 | 32'283 | 5'072 CHF | 5'394 CHF | 99.94% | 99.94% |
12.11.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'786 CHF | 5'036 CHF | 99.82% | 99.82% |
11.11.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'611 CHF | 5'861 CHF | 99.81% | 99.81% |
08.11.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'732 CHF | 4'982 CHF | 99.88% | 99.88% |
07.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 32'796 | 32'796 | 5'165 CHF | 5'493 CHF | 99.88% | 99.88% |