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 | 53.89% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'208 | 114'208 | 1'562 CHF | 2'709 CHF | 99.90% | 99.90% |
19.11.2024 | 53.18% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 109'757 | 109'757 | 1'544 CHF | 2'646 CHF | 100.00% | 100.00% |
18.11.2024 | 45.69% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 107'614 | 107'614 | 1'778 CHF | 2'858 CHF | 99.90% | 99.90% |
15.11.2024 | 48.34% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 94'931 | 94'931 | 1'519 CHF | 2'472 CHF | 99.34% | 99.34% |
14.11.2024 | 48.40% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 106'698 | 106'698 | 1'711 CHF | 2'782 CHF | 100.00% | 100.00% |
13.11.2024 | 47.41% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 106'713 | 106'713 | 1'789 CHF | 2'861 CHF | 100.00% | 100.00% |
12.11.2024 | 48.04% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 106'710 | 106'710 | 1'754 CHF | 2'826 CHF | 99.85% | 99.85% |
11.11.2024 | 51.97% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 106'800 | 106'800 | 1'607 CHF | 2'679 CHF | 99.90% | 99.90% |
08.11.2024 | 51.42% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 109'764 | 109'764 | 1'656 CHF | 2'758 CHF | 100.00% | 100.00% |
07.11.2024 | 50.88% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 104'598 | 104'598 | 1'597 CHF | 2'647 CHF | 99.90% | 99.90% |