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 | 28.54% | 0.03 CHF | 0.04 CHF | 575'000 | 250'000 | 640'664 | 250'000 | 19'252 CHF | 10'012 CHF | 99.97% | 99.97% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 600'000 | 250'000 | 672'104 | 250'000 | 20'163 CHF | 10'000 CHF | 99.85% | 99.85% |
18.11.2024 | 27.35% | 0.03 CHF | 0.04 CHF | 625'000 | 250'000 | 483'681 | 250'000 | 15'132 CHF | 10'443 CHF | 99.90% | 99.90% |
15.11.2024 | 27.65% | 0.04 CHF | 0.05 CHF | 250'000 | 250'000 | 528'259 | 250'000 | 16'233 CHF | 10'363 CHF | 100.00% | 100.00% |
14.11.2024 | 26.80% | 0.03 CHF | 0.04 CHF | 675'000 | 250'000 | 517'058 | 250'000 | 16'512 CHF | 10'620 CHF | 99.66% | 99.66% |
13.11.2024 | 26.35% | 0.04 CHF | 0.05 CHF | 300'000 | 250'000 | 446'348 | 250'000 | 14'497 CHF | 10'788 CHF | 99.94% | 99.94% |
12.11.2024 | 25.76% | 0.04 CHF | 0.05 CHF | 375'000 | 250'000 | 440'815 | 250'000 | 14'881 CHF | 10'982 CHF | 99.81% | 99.81% |
11.11.2024 | 25.46% | 0.03 CHF | 0.04 CHF | 600'000 | 250'000 | 404'800 | 250'000 | 13'805 CHF | 11'091 CHF | 99.79% | 99.79% |
08.11.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 325'000 | 250'000 | 306'193 | 248'443 | 12'104 CHF | 12'345 CHF | 99.84% | 99.84% |
07.11.2024 | 24.52% | 0.04 CHF | 0.05 CHF | 400'000 | 250'000 | 421'145 | 250'000 | 14'997 CHF | 11'465 CHF | 99.90% | 99.90% |