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 | 59.38% | 0.01 CHF | 0.02 CHF | 270'000 | 270'000 | 258'267 | 258'267 | 3'099 CHF | 5'685 CHF | 100.00% | 100.00% |
19.11.2024 | 58.95% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 257'519 | 257'519 | 3'126 CHF | 5'704 CHF | 100.00% | 100.00% |
18.11.2024 | 51.48% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 257'385 | 257'385 | 3'779 CHF | 6'356 CHF | 100.00% | 100.00% |
15.11.2024 | 48.14% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 257'384 | 257'384 | 4'118 CHF | 6'695 CHF | 100.00% | 100.00% |
14.11.2024 | 49.96% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 257'492 | 257'492 | 3'931 CHF | 6'509 CHF | 99.36% | 99.36% |
13.11.2024 | 53.12% | 0.01 CHF | 0.02 CHF | 270'000 | 270'000 | 259'579 | 259'579 | 3'658 CHF | 6'257 CHF | 100.00% | 100.00% |
12.11.2024 | 48.13% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 257'391 | 257'391 | 4'119 CHF | 6'696 CHF | 100.00% | 100.00% |
11.11.2024 | 46.25% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 256'175 | 256'175 | 4'393 CHF | 6'981 CHF | 99.93% | 99.93% |
08.11.2024 | 47.33% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 256'738 | 256'738 | 4'208 CHF | 6'779 CHF | 100.00% | 100.00% |
07.11.2024 | 37.46% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 247'485 | 247'485 | 5'459 CHF | 7'936 CHF | 100.00% | 100.00% |