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 | 62.75% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 8'600 CHF | 5'367 CHF | 98.83% | 98.83% |
19.11.2024 | 59.19% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 9'602 CHF | 5'701 CHF | 99.17% | 99.17% |
18.11.2024 | 60.71% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 9'175 CHF | 5'558 CHF | 99.22% | 99.22% |
15.11.2024 | 64.29% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 8'169 CHF | 5'223 CHF | 99.16% | 99.16% |
14.11.2024 | 40.48% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 14'888 CHF | 7'462 CHF | 99.15% | 99.15% |
13.11.2024 | 45.87% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 13'349 CHF | 6'950 CHF | 98.96% | 98.96% |
12.11.2024 | 36.27% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 17'451 CHF | 8'317 CHF | 99.15% | 99.15% |
11.11.2024 | 38.49% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'990 CHF | 7'830 CHF | 99.16% | 99.16% |
08.11.2024 | 39.26% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'483 CHF | 7'661 CHF | 99.16% | 99.16% |
07.11.2024 | 32.45% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 19'952 CHF | 9'151 CHF | 97.77% | 97.77% |