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 | 23.70% | 0.04 CHF | 0.05 CHF | 420'000 | 420'000 | 183'692 | 183'692 | 7'109 CHF | 8'954 CHF | 99.89% | 99.89% |
19.11.2024 | 25.13% | 0.04 CHF | 0.05 CHF | 440'000 | 440'000 | 192'417 | 192'417 | 6'885 CHF | 8'818 CHF | 99.94% | 99.94% |
18.11.2024 | 21.82% | 0.04 CHF | 0.05 CHF | 420'000 | 420'000 | 153'224 | 153'224 | 6'233 CHF | 7'773 CHF | 99.89% | 99.89% |
15.11.2024 | 21.48% | 0.04 CHF | 0.05 CHF | 420'000 | 420'000 | 187'468 | 187'468 | 7'969 CHF | 9'863 CHF | 99.90% | 99.90% |
14.11.2024 | 17.14% | 0.05 CHF | 0.06 CHF | 420'000 | 420'000 | 171'039 | 171'039 | 9'177 CHF | 10'895 CHF | 100.00% | 100.00% |
13.11.2024 | 16.56% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 170'661 | 170'661 | 9'717 CHF | 11'432 CHF | 100.00% | 100.00% |
12.11.2024 | 12.93% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 170'416 | 170'416 | 12'478 CHF | 14'190 CHF | 99.94% | 99.94% |
11.11.2024 | 12.17% | 0.08 CHF | 0.09 CHF | 380'000 | 380'000 | 171'094 | 171'094 | 13'595 CHF | 15'313 CHF | 99.89% | 99.89% |
08.11.2024 | 12.74% | 0.07 CHF | 0.08 CHF | 380'000 | 380'000 | 162'738 | 162'738 | 12'820 CHF | 14'495 CHF | 99.20% | 99.20% |
07.11.2024 | 13.62% | 0.08 CHF | 0.09 CHF | 380'000 | 380'000 | 172'274 | 172'274 | 12'475 CHF | 14'205 CHF | 99.72% | 99.72% |