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 | 48.08% | 0.02 CHF | 0.03 CHF | 325'000 | 250'000 | 407'489 | 250'000 | 6'445 CHF | 6'490 CHF | 99.95% | 99.95% |
19.11.2024 | 49.49% | 0.02 CHF | 0.03 CHF | 450'000 | 250'000 | 419'727 | 250'000 | 6'390 CHF | 6'313 CHF | 99.81% | 99.81% |
18.11.2024 | 42.31% | 0.02 CHF | 0.03 CHF | 425'000 | 250'000 | 354'244 | 250'000 | 6'622 CHF | 7'211 CHF | 99.88% | 99.88% |
15.11.2024 | 35.61% | 0.02 CHF | 0.03 CHF | 275'000 | 250'000 | 269'946 | 250'000 | 6'264 CHF | 8'323 CHF | 100.00% | 100.00% |
14.11.2024 | 37.37% | 0.02 CHF | 0.03 CHF | 300'000 | 250'000 | 290'349 | 249'865 | 6'356 CHF | 7'988 CHF | 99.65% | 99.65% |
13.11.2024 | 35.47% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 280'529 | 247'049 | 6'511 CHF | 8'246 CHF | 99.95% | 99.95% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 400'000 | 250'000 | 377'453 | 250'000 | 7'549 CHF | 7'500 CHF | 99.80% | 99.80% |
11.11.2024 | 43.76% | 0.02 CHF | 0.03 CHF | 375'000 | 250'000 | 421'678 | 250'000 | 7'583 CHF | 7'030 CHF | 99.77% | 99.77% |
08.11.2024 | 36.89% | 0.02 CHF | 0.03 CHF | 375'000 | 250'000 | 312'724 | 250'000 | 6'916 CHF | 8'083 CHF | 99.83% | 99.83% |
07.11.2024 | 34.79% | 0.03 CHF | 0.04 CHF | 275'000 | 250'000 | 299'033 | 250'000 | 7'127 CHF | 8'478 CHF | 99.91% | 99.91% |