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 | 23.73% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 29'727 CHF | 37'727 CHF | 100.00% | 100.00% |
19.11.2024 | 24.33% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 28'910 CHF | 36'910 CHF | 100.00% | 100.00% |
18.11.2024 | 21.92% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 28'455 CHF | 35'455 CHF | 100.00% | 100.00% |
15.11.2024 | 20.59% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 30'515 CHF | 37'515 CHF | 100.00% | 100.00% |
14.11.2024 | 19.31% | 0.05 CHF | 0.06 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 32'778 CHF | 39'778 CHF | 100.00% | 100.00% |
13.11.2024 | 20.16% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 31'271 CHF | 38'271 CHF | 100.00% | 100.00% |
12.11.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 30'114 CHF | 36'114 CHF | 100.00% | 100.00% |
11.11.2024 | 15.86% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 34'851 CHF | 40'851 CHF | 100.00% | 100.00% |
08.11.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 26'703 CHF | 31'203 CHF | 100.00% | 100.00% |
07.11.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 35'919 CHF | 40'919 CHF | 100.00% | 100.00% |