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 | 47.68% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 362'802 | 362'802 | 5'851 CHF | 9'479 CHF | 100.00% | 100.00% |
19.11.2024 | 46.15% | 0.02 CHF | 0.03 CHF | 360'000 | 360'000 | 364'599 | 364'599 | 6'135 CHF | 9'781 CHF | 100.00% | 100.00% |
18.11.2024 | 36.79% | 0.02 CHF | 0.03 CHF | 360'000 | 360'000 | 344'257 | 344'257 | 7'745 CHF | 11'188 CHF | 100.00% | 100.00% |
15.11.2024 | 28.18% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 11'015 CHF | 14'615 CHF | 100.00% | 100.00% |
14.11.2024 | 35.16% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 8'832 CHF | 12'432 CHF | 100.00% | 100.00% |
13.11.2024 | 35.82% | 0.02 CHF | 0.03 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 8'355 CHF | 11'955 CHF | 100.00% | 100.00% |
12.11.2024 | 30.63% | 0.02 CHF | 0.03 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 9'984 CHF | 13'584 CHF | 100.00% | 100.00% |
11.11.2024 | 16.28% | 0.04 CHF | 0.05 CHF | 350'000 | 350'000 | 348'443 | 348'443 | 19'836 CHF | 23'320 CHF | 100.00% | 100.00% |
08.11.2024 | 15.49% | 0.05 CHF | 0.06 CHF | 290'000 | 290'000 | 284'942 | 284'942 | 17'392 CHF | 20'267 CHF | 99.20% | 99.20% |
07.11.2024 | 6.85% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 245'307 | 245'307 | 34'716 CHF | 37'169 CHF | 98.39% | 98.39% |