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 | 63.96% | 0.02 CHF | 0.03 CHF | 400'000 | 250'000 | 333'726 | 250'000 | 3'603 CHF | 5'203 CHF | 99.97% | 99.97% |
19.11.2024 | 66.35% | 0.01 CHF | 0.02 CHF | 300'000 | 250'000 | 398'739 | 250'000 | 4'018 CHF | 5'024 CHF | 99.82% | 99.82% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 350'000 | 250'000 | 450'301 | 250'000 | 4'503 CHF | 5'000 CHF | 99.93% | 99.93% |
15.11.2024 | 68.47% | 0.01 CHF | 0.02 CHF | 400'000 | 250'000 | 382'359 | 250'000 | 3'639 CHF | 4'932 CHF | 100.00% | 100.00% |
14.11.2024 | 68.28% | 0.01 CHF | 0.02 CHF | 575'000 | 250'000 | 576'724 | 250'000 | 5'586 CHF | 4'940 CHF | 99.66% | 99.66% |
13.11.2024 | 73.78% | 0.01 CHF | 0.02 CHF | 800'000 | 250'000 | 517'883 | 250'000 | 4'377 CHF | 4'733 CHF | 99.94% | 99.94% |
12.11.2024 | 64.74% | 0.01 CHF | 0.02 CHF | 500'000 | 250'000 | 472'226 | 250'000 | 4'894 CHF | 5'144 CHF | 99.77% | 99.77% |
11.11.2024 | 51.41% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 262'616 | 235'110 | 3'789 CHF | 5'862 CHF | 99.77% | 99.77% |
08.11.2024 | 73.29% | 0.01 CHF | 0.02 CHF | 450'000 | 250'000 | 667'844 | 250'000 | 5'864 CHF | 4'752 CHF | 99.88% | 99.88% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 350'000 | 250'000 | 363'438 | 250'000 | 3'634 CHF | 5'000 CHF | 99.90% | 99.90% |