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 | 18.94% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 8'852 CHF | 10'702 CHF | 100.00% | 100.00% |
19.11.2024 | 18.89% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 185'046 | 185'046 | 8'872 CHF | 10'722 CHF | 100.00% | 100.00% |
18.11.2024 | 20.06% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 8'303 CHF | 10'154 CHF | 100.00% | 100.00% |
15.11.2024 | 20.66% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 8'068 CHF | 9'919 CHF | 100.00% | 100.00% |
14.11.2024 | 23.41% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 190'171 | 190'171 | 7'183 CHF | 9'085 CHF | 99.36% | 99.36% |
13.11.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 185'936 | 185'936 | 7'495 CHF | 9'355 CHF | 100.00% | 100.00% |
12.11.2024 | 21.38% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 184'994 | 184'994 | 7'733 CHF | 9'583 CHF | 98.86% | 100.00% |
11.11.2024 | 16.47% | 0.05 CHF | 0.06 CHF | 190'000 | 190'000 | 175'737 | 175'737 | 9'799 CHF | 11'557 CHF | 99.93% | 99.93% |
08.11.2024 | 14.06% | 0.06 CHF | 0.07 CHF | 180'000 | 180'000 | 175'311 | 175'311 | 11'646 CHF | 13'399 CHF | 100.00% | 100.00% |
07.11.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 170'000 | 170'000 | 171'051 | 171'051 | 15'084 CHF | 16'794 CHF | 98.41% | 98.41% |