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 | 34.52% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 381'046 | 236'011 | 8'689 CHF | 8'111 CHF | 99.95% | 99.95% |
19.11.2024 | 30.49% | 0.03 CHF | 0.04 CHF | 275'000 | 250'000 | 227'595 | 222'852 | 6'308 CHF | 8'417 CHF | 99.79% | 99.79% |
18.11.2024 | 39.01% | 0.03 CHF | 0.04 CHF | 350'000 | 250'000 | 635'377 | 250'000 | 12'952 CHF | 7'685 CHF | 99.90% | 99.90% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 300'000 | 250'000 | 338'243 | 250'000 | 8'456 CHF | 8'750 CHF | 100.00% | 100.00% |
14.11.2024 | 33.24% | 0.03 CHF | 0.04 CHF | 325'000 | 250'000 | 305'518 | 249'450 | 7'662 CHF | 8'755 CHF | 99.60% | 99.60% |
13.11.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 175'000 | 175'000 | 190'353 | 189'934 | 5'698 CHF | 7'586 CHF | 99.95% | 99.95% |
12.11.2024 | 31.66% | 0.03 CHF | 0.04 CHF | 275'000 | 250'000 | 270'527 | 234'029 | 7'108 CHF | 8'536 CHF | 99.75% | 99.75% |
11.11.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 175'000 | 175'000 | 200'755 | 200'756 | 5'880 CHF | 7'888 CHF | 99.81% | 99.81% |
08.11.2024 | 26.13% | 0.03 CHF | 0.04 CHF | 175'000 | 175'000 | 172'390 | 172'390 | 5'727 CHF | 7'451 CHF | 99.88% | 99.88% |
07.11.2024 | 31.99% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 251'976 | 240'755 | 6'609 CHF | 8'736 CHF | 99.88% | 99.88% |