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 | 66.67% | 0.01 CHF | 0.02 CHF | 625'000 | 250'000 | 640'862 | 250'000 | 6'409 CHF | 5'000 CHF | 99.97% | 99.97% |
19.11.2024 | 66.47% | 0.01 CHF | 0.02 CHF | 625'000 | 250'000 | 521'706 | 250'000 | 5'238 CHF | 5'015 CHF | 99.91% | 99.91% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 600'000 | 250'000 | 549'591 | 250'000 | 5'496 CHF | 5'000 CHF | 99.93% | 99.93% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 550'000 | 250'000 | 550'360 | 250'000 | 5'504 CHF | 5'000 CHF | 100.00% | 100.00% |
14.11.2024 | 64.32% | 0.01 CHF | 0.02 CHF | 400'000 | 250'000 | 385'546 | 250'000 | 4'071 CHF | 5'176 CHF | 99.53% | 99.53% |
13.11.2024 | 51.82% | 0.02 CHF | 0.03 CHF | 275'000 | 250'000 | 294'326 | 250'000 | 4'234 CHF | 6'114 CHF | 99.94% | 99.94% |
12.11.2024 | 61.35% | 0.01 CHF | 0.02 CHF | 350'000 | 250'000 | 353'422 | 250'000 | 4'054 CHF | 5'399 CHF | 99.75% | 99.75% |
11.11.2024 | 56.76% | 0.01 CHF | 0.02 CHF | 525'000 | 250'000 | 401'742 | 250'000 | 5'121 CHF | 5'743 CHF | 99.77% | 99.77% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 325'000 | 250'000 | 275'205 | 247'402 | 4'128 CHF | 6'185 CHF | 99.81% | 99.81% |
07.11.2024 | 64.14% | 0.01 CHF | 0.02 CHF | 400'000 | 250'000 | 395'214 | 250'000 | 4'232 CHF | 5'190 CHF | 99.89% | 99.89% |