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 | 35.44% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 222'996 | 222'996 | 5'232 CHF | 7'471 CHF | 99.89% | 99.89% |
19.11.2024 | 33.43% | 0.02 CHF | 0.03 CHF | 490'000 | 490'000 | 213'823 | 213'823 | 5'424 CHF | 7'572 CHF | 100.00% | 100.00% |
18.11.2024 | 27.66% | 0.03 CHF | 0.04 CHF | 490'000 | 490'000 | 212'024 | 212'024 | 6'426 CHF | 8'555 CHF | 99.86% | 99.86% |
15.11.2024 | 27.96% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 187'451 | 187'451 | 5'932 CHF | 7'815 CHF | 99.33% | 99.33% |
14.11.2024 | 27.75% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 210'997 | 210'997 | 6'681 CHF | 8'801 CHF | 100.00% | 100.00% |
13.11.2024 | 26.69% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 210'991 | 210'991 | 7'051 CHF | 9'171 CHF | 100.00% | 100.00% |
12.11.2024 | 27.85% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 211'615 | 211'615 | 6'831 CHF | 8'957 CHF | 99.87% | 99.87% |
11.11.2024 | 28.85% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 213'642 | 213'642 | 6'625 CHF | 8'770 CHF | 99.58% | 99.58% |
08.11.2024 | 30.17% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 216'470 | 216'470 | 6'322 CHF | 8'496 CHF | 100.00% | 100.00% |
07.11.2024 | 28.92% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 209'197 | 209'197 | 6'382 CHF | 8'483 CHF | 99.82% | 99.82% |