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 | 59.68% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 222'688 | 222'688 | 2'672 CHF | 4'911 CHF | 99.90% | 99.90% |
19.11.2024 | 58.46% | 0.01 CHF | 0.02 CHF | 490'000 | 490'000 | 213'859 | 213'859 | 2'620 CHF | 4'769 CHF | 100.00% | 100.00% |
18.11.2024 | 48.09% | 0.01 CHF | 0.02 CHF | 490'000 | 490'000 | 211'974 | 211'974 | 3'244 CHF | 5'373 CHF | 99.90% | 99.90% |
15.11.2024 | 48.95% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 187'290 | 187'290 | 2'965 CHF | 4'847 CHF | 99.45% | 99.45% |
14.11.2024 | 48.44% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 210'998 | 210'998 | 3'376 CHF | 5'495 CHF | 100.00% | 100.00% |
13.11.2024 | 48.59% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 209'728 | 209'728 | 3'356 CHF | 5'475 CHF | 100.00% | 100.00% |
12.11.2024 | 49.28% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 211'617 | 211'617 | 3'335 CHF | 5'461 CHF | 99.87% | 99.87% |
11.11.2024 | 52.34% | 0.02 CHF | 0.03 CHF | 480'000 | 480'000 | 213'638 | 213'638 | 3'196 CHF | 5'342 CHF | 99.61% | 99.61% |
08.11.2024 | 53.45% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 216'955 | 216'955 | 3'044 CHF | 5'223 CHF | 99.44% | 99.44% |
07.11.2024 | 52.67% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 209'075 | 209'075 | 3'017 CHF | 5'116 CHF | 99.90% | 99.90% |