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 | 76.11% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 121'129 | 121'129 | 1'407 CHF | 3'095 CHF | 100.00% | 100.00% |
19.11.2024 | 57.64% | 0.02 CHF | 0.03 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 2'087 CHF | 3'696 CHF | 99.85% | 99.85% |
18.11.2024 | 151.71% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 128'252 | 128'252 | 437 CHF | 3'078 CHF | 90.04% | 100.00% |
15.11.2024 | 82.24% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 122'600 | 122'600 | 1'286 CHF | 3'024 CHF | 100.00% | 100.00% |
14.11.2024 | 111.30% | 0.01 CHF | 0.02 CHF | 130'000 | 130'000 | 129'020 | 129'020 | 895 CHF | 3'096 CHF | 100.00% | 100.00% |
13.11.2024 | 169.23% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 127'852 | 127'852 | 256 CHF | 3'068 CHF | 23.84% | 100.00% |
12.11.2024 | 129.28% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 121'923 | 121'923 | 660 CHF | 2'926 CHF | 78.88% | 99.85% |
11.11.2024 | 71.43% | 0.01 CHF | 0.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'530 CHF | 3'217 CHF | 100.00% | 100.00% |
08.11.2024 | 96.48% | 0.01 CHF | 0.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 1'025 CHF | 2'905 CHF | 98.88% | 98.88% |
07.11.2024 | 68.90% | 0.01 CHF | 0.03 CHF | 130'000 | 130'000 | 123'492 | 123'492 | 1'620 CHF | 3'287 CHF | 100.00% | 100.00% |