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 | 108.33% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 263'258 | 263'258 | 1'580 CHF | 5'278 CHF | 99.90% | 99.90% |
19.11.2024 | 111.30% | 0.01 CHF | 0.02 CHF | 490'000 | 490'000 | 265'234 | 265'234 | 1'470 CHF | 5'312 CHF | 99.55% | 99.55% |
18.11.2024 | 119.38% | 0.01 CHF | 0.02 CHF | 490'000 | 490'000 | 262'206 | 262'206 | 1'573 CHF | 6'206 CHF | 97.74% | 97.74% |
15.11.2024 | 108.20% | 0.01 CHF | 0.02 CHF | 530'000 | 530'000 | 283'983 | 283'983 | 1'704 CHF | 5'688 CHF | 99.27% | 99.27% |
14.11.2024 | 117.29% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 269'824 | 269'824 | 1'347 CHF | 5'413 CHF | 98.88% | 98.88% |
13.11.2024 | 111.61% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 266'026 | 266'026 | 1'472 CHF | 5'336 CHF | 99.34% | 99.34% |
12.11.2024 | 122.96% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 205'534 | 205'534 | 1'644 CHF | 5'162 CHF | 78.38% | 96.71% |
11.11.2024 | 103.63% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 262'441 | 262'441 | 1'770 CHF | 5'254 CHF | 97.30% | 97.30% |
08.11.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 540'000 | 540'000 | 287'510 | 287'510 | 1'725 CHF | 5'768 CHF | 100.00% | 100.00% |
07.11.2024 | 90.04% | 0.01 CHF | 0.02 CHF | 580'000 | 580'000 | 307'732 | 307'732 | 2'279 CHF | 6'171 CHF | 99.77% | 99.77% |