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 | 65.84% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 79'859 | 79'859 | 885 CHF | 1'687 CHF | 99.89% | 99.89% |
19.11.2024 | 67.18% | 0.01 CHF | 0.02 CHF | 180'000 | 180'000 | 83'433 | 83'433 | 839 CHF | 1'677 CHF | 99.94% | 99.94% |
18.11.2024 | 55.19% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 64'691 | 64'691 | 832 CHF | 1'482 CHF | 99.89% | 99.89% |
15.11.2024 | 46.42% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 79'005 | 79'005 | 1'296 CHF | 2'094 CHF | 99.90% | 99.90% |
14.11.2024 | 34.47% | 0.02 CHF | 0.03 CHF | 170'000 | 170'000 | 70'812 | 70'812 | 1'689 CHF | 2'400 CHF | 100.00% | 100.00% |
13.11.2024 | 28.72% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 70'031 | 70'031 | 2'110 CHF | 2'814 CHF | 100.00% | 100.00% |
12.11.2024 | 16.83% | 0.05 CHF | 0.06 CHF | 160'000 | 160'000 | 71'261 | 71'261 | 3'936 CHF | 4'652 CHF | 99.94% | 99.94% |
11.11.2024 | 13.47% | 0.08 CHF | 0.09 CHF | 160'000 | 160'000 | 71'637 | 71'637 | 5'073 CHF | 5'793 CHF | 99.89% | 99.89% |
08.11.2024 | 13.64% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 70'662 | 70'662 | 4'924 CHF | 5'648 CHF | 98.90% | 98.90% |
07.11.2024 | 16.57% | 0.07 CHF | 0.08 CHF | 160'000 | 160'000 | 72'060 | 72'060 | 4'392 CHF | 5'116 CHF | 99.72% | 99.72% |