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 | 38.25% | 0.04 CHF | 0.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'137 CHF | 3'137 CHF | 99.97% | 99.97% |
19.11.2024 | 35.89% | 0.05 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'296 CHF | 3'296 CHF | 99.76% | 99.76% |
18.11.2024 | 36.85% | 0.05 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'232 CHF | 3'232 CHF | 99.92% | 99.92% |
15.11.2024 | 33.06% | 0.05 CHF | 0.07 CHF | 50'000 | 50'000 | 49'778 | 49'776 | 2'518 CHF | 3'513 CHF | 100.00% | 100.00% |
14.11.2024 | 29.87% | 0.06 CHF | 0.08 CHF | 25'000 | 25'000 | 30'179 | 30'179 | 1'701 CHF | 2'304 CHF | 99.66% | 99.66% |
13.11.2024 | 31.09% | 0.06 CHF | 0.08 CHF | 50'000 | 50'000 | 38'971 | 38'971 | 2'110 CHF | 2'889 CHF | 99.96% | 99.96% |
12.11.2024 | 29.26% | 0.06 CHF | 0.08 CHF | 25'000 | 25'000 | 25'262 | 25'262 | 1'475 CHF | 1'980 CHF | 99.81% | 99.81% |
11.11.2024 | 27.14% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'602 CHF | 2'102 CHF | 99.77% | 99.77% |
08.11.2024 | 25.96% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'678 CHF | 2'178 CHF | 99.88% | 99.88% |
07.11.2024 | 24.21% | 0.08 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'818 CHF | 2'318 CHF | 99.90% | 99.90% |