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 | 60.88% | 0.01 CHF | 0.02 CHF | 700'000 | 250'000 | 581'543 | 250'000 | 6'681 CHF | 5'434 CHF | 99.95% | 99.95% |
19.11.2024 | 57.65% | 0.02 CHF | 0.03 CHF | 425'000 | 250'000 | 542'907 | 250'000 | 6'781 CHF | 5'677 CHF | 99.76% | 99.76% |
18.11.2024 | 52.36% | 0.02 CHF | 0.03 CHF | 525'000 | 250'000 | 484'827 | 250'000 | 6'833 CHF | 6'073 CHF | 99.88% | 99.88% |
15.11.2024 | 63.62% | 0.02 CHF | 0.03 CHF | 625'000 | 250'000 | 647'203 | 250'000 | 6'998 CHF | 5'229 CHF | 100.00% | 100.00% |
14.11.2024 | 51.66% | 0.02 CHF | 0.03 CHF | 550'000 | 250'000 | 550'517 | 250'000 | 7'965 CHF | 6'126 CHF | 99.64% | 99.64% |
13.11.2024 | 55.48% | 0.02 CHF | 0.03 CHF | 675'000 | 250'000 | 551'865 | 250'000 | 7'238 CHF | 5'839 CHF | 99.95% | 99.95% |
12.11.2024 | 46.13% | 0.02 CHF | 0.03 CHF | 325'000 | 250'000 | 371'950 | 250'000 | 6'239 CHF | 6'734 CHF | 99.77% | 99.77% |
11.11.2024 | 42.62% | 0.02 CHF | 0.03 CHF | 300'000 | 250'000 | 332'830 | 250'000 | 6'189 CHF | 7'172 CHF | 99.80% | 99.80% |
08.11.2024 | 47.83% | 0.02 CHF | 0.03 CHF | 325'000 | 250'000 | 430'515 | 250'000 | 6'833 CHF | 6'522 CHF | 99.81% | 99.81% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 250'000 | 457'964 | 250'000 | 6'869 CHF | 6'250 CHF | 99.91% | 99.91% |