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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 106.27% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 217'789 | 217'789 | 1'345 CHF | 4'359 CHF | 100.00% | 100.00% |
20.11.2024 | 54.00% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 209'764 | 209'764 | 2'901 CHF | 5'001 CHF | 100.00% | 100.00% |
19.11.2024 | 62.36% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 215'917 | 215'917 | 2'452 CHF | 4'625 CHF | 100.00% | 100.00% |
18.11.2024 | 41.67% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 206'774 | 206'774 | 4'025 CHF | 6'095 CHF | 100.00% | 100.00% |
15.11.2024 | 38.31% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 200'108 | 200'108 | 4'340 CHF | 6'343 CHF | 99.86% | 99.86% |
14.11.2024 | 50.51% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 212'581 | 212'581 | 3'200 CHF | 5'328 CHF | 100.00% | 100.00% |
13.11.2024 | 50.38% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 210'285 | 210'285 | 3'199 CHF | 5'304 CHF | 100.00% | 100.00% |
12.11.2024 | 42.61% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 207'884 | 207'884 | 3'929 CHF | 6'010 CHF | 99.85% | 99.85% |
11.11.2024 | 35.93% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 207'606 | 207'606 | 4'835 CHF | 6'914 CHF | 100.00% | 100.00% |
08.11.2024 | 33.25% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 206'401 | 206'401 | 5'282 CHF | 7'348 CHF | 100.00% | 100.00% |