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 | 86.54% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 114'208 | 114'208 | 914 CHF | 2'290 CHF | 99.90% | 99.90% |
19.11.2024 | 83.32% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 109'757 | 109'757 | 903 CHF | 2'201 CHF | 100.00% | 100.00% |
18.11.2024 | 69.26% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 107'609 | 107'609 | 1'031 CHF | 2'157 CHF | 99.90% | 99.90% |
15.11.2024 | 67.74% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 94'852 | 94'852 | 943 CHF | 1'902 CHF | 99.45% | 99.45% |
14.11.2024 | 67.56% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 106'698 | 106'698 | 1'067 CHF | 2'139 CHF | 100.00% | 100.00% |
13.11.2024 | 67.56% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 106'705 | 106'705 | 1'067 CHF | 2'139 CHF | 100.00% | 100.00% |
12.11.2024 | 80.61% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 106'709 | 106'709 | 968 CHF | 2'140 CHF | 99.85% | 99.85% |
11.11.2024 | 84.66% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 106'821 | 106'821 | 901 CHF | 2'142 CHF | 99.58% | 99.58% |
08.11.2024 | 80.86% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 109'761 | 109'761 | 942 CHF | 2'201 CHF | 100.00% | 100.00% |
07.11.2024 | 85.59% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 104'589 | 104'589 | 846 CHF | 2'097 CHF | 99.90% | 99.90% |