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 | 25.87% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'857 | 79'857 | 2'816 CHF | 3'618 CHF | 99.89% | 99.89% |
19.11.2024 | 28.54% | 0.03 CHF | 0.04 CHF | 180'000 | 180'000 | 83'432 | 83'432 | 2'591 CHF | 3'429 CHF | 99.94% | 99.94% |
18.11.2024 | 22.91% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 64'692 | 64'692 | 2'488 CHF | 3'138 CHF | 99.89% | 99.89% |
15.11.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'005 | 79'005 | 3'187 CHF | 3'985 CHF | 99.90% | 99.90% |
14.11.2024 | 17.49% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 70'816 | 70'816 | 3'721 CHF | 4'432 CHF | 100.00% | 100.00% |
13.11.2024 | 17.26% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 69'132 | 69'132 | 3'782 CHF | 4'477 CHF | 100.00% | 100.00% |
12.11.2024 | 12.10% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 70'990 | 70'990 | 5'522 CHF | 6'235 CHF | 99.94% | 99.94% |
11.11.2024 | 11.94% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 70'499 | 70'499 | 5'723 CHF | 6'431 CHF | 99.89% | 99.89% |
08.11.2024 | 12.17% | 0.07 CHF | 0.08 CHF | 160'000 | 160'000 | 70'261 | 70'261 | 5'708 CHF | 6'427 CHF | 98.90% | 98.90% |
07.11.2024 | 13.72% | 0.08 CHF | 0.09 CHF | 160'000 | 160'000 | 72'059 | 72'059 | 5'220 CHF | 5'943 CHF | 99.72% | 99.72% |