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 | 42.05% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 110'331 | 110'331 | 2'104 CHF | 3'208 CHF | 100.00% | 100.00% |
19.11.2024 | 73.27% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 117'071 | 117'071 | 1'115 CHF | 2'392 CHF | 99.84% | 99.84% |
18.11.2024 | 64.96% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 114'448 | 114'448 | 1'205 CHF | 2'358 CHF | 100.00% | 100.00% |
15.11.2024 | 58.00% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 114'780 | 114'780 | 1'426 CHF | 2'573 CHF | 100.00% | 100.00% |
14.11.2024 | 55.75% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'575 CHF | 2'775 CHF | 100.00% | 100.00% |
13.11.2024 | 68.41% | 0.01 CHF | 0.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'209 CHF | 2'453 CHF | 100.00% | 100.00% |
12.11.2024 | 71.05% | 0.01 CHF | 0.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'179 CHF | 2'452 CHF | 99.85% | 99.85% |
11.11.2024 | 40.50% | 0.01 CHF | 0.02 CHF | 120'000 | 120'000 | 112'600 | 112'600 | 2'321 CHF | 3'447 CHF | 100.00% | 100.00% |
08.11.2024 | 75.54% | 0.01 CHF | 0.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'120 CHF | 2'442 CHF | 98.58% | 98.58% |
07.11.2024 | 36.60% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 118'281 | 118'281 | 2'647 CHF | 3'830 CHF | 100.00% | 100.00% |