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 | 86.63% | 0.02 CHF | 0.03 CHF | 510'000 | 510'000 | 180'134 | 180'134 | 1'972 CHF | 3'970 CHF | 99.78% | 99.78% |
19.11.2024 | 91.45% | 0.01 CHF | 0.02 CHF | 520'000 | 520'000 | 181'999 | 181'999 | 1'280 CHF | 3'643 CHF | 100.00% | 100.00% |
18.11.2024 | 66.31% | 0.01 CHF | 0.02 CHF | 520'000 | 520'000 | 181'409 | 181'409 | 1'840 CHF | 3'667 CHF | 99.90% | 99.90% |
15.11.2024 | 53.69% | 0.01 CHF | 0.02 CHF | 520'000 | 520'000 | 180'436 | 180'436 | 2'413 CHF | 4'220 CHF | 100.00% | 100.00% |
14.11.2024 | 51.82% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 170'645 | 170'645 | 2'902 CHF | 4'617 CHF | 100.00% | 100.00% |
13.11.2024 | 50.78% | 0.02 CHF | 0.03 CHF | 510'000 | 510'000 | 177'138 | 177'138 | 2'767 CHF | 4'547 CHF | 100.00% | 100.00% |
12.11.2024 | 40.22% | 0.02 CHF | 0.03 CHF | 510'000 | 510'000 | 177'412 | 177'412 | 3'352 CHF | 5'134 CHF | 100.00% | 100.00% |
11.11.2024 | 39.11% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 174'613 | 174'613 | 4'323 CHF | 6'077 CHF | 99.77% | 99.77% |
08.11.2024 | 16.03% | 0.03 CHF | 0.04 CHF | 490'000 | 490'000 | 136'778 | 136'778 | 5'252 CHF | 6'621 CHF | 95.66% | 99.04% |
07.11.2024 | 7.74% | 0.14 CHF | 0.15 CHF | 480'000 | 480'000 | 168'285 | 168'285 | 23'065 CHF | 24'755 CHF | 99.85% | 99.85% |