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 | 66.44% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 79'860 | 79'860 | 845 CHF | 1'647 CHF | 99.89% | 99.89% |
19.11.2024 | 67.55% | 0.01 CHF | 0.02 CHF | 180'000 | 180'000 | 83'432 | 83'432 | 834 CHF | 1'672 CHF | 99.94% | 99.94% |
18.11.2024 | 54.49% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 64'693 | 64'693 | 847 CHF | 1'498 CHF | 99.89% | 99.89% |
15.11.2024 | 60.34% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 79'005 | 79'005 | 943 CHF | 1'741 CHF | 99.90% | 99.90% |
14.11.2024 | 48.82% | 0.01 CHF | 0.02 CHF | 17'000 | 17'000 | 39'675 | 39'675 | 633 CHF | 1'033 CHF | 100.00% | 100.00% |
13.11.2024 | 44.50% | 0.02 CHF | 0.03 CHF | 160'000 | 160'000 | 67'072 | 67'072 | 1'190 CHF | 1'864 CHF | 100.00% | 100.00% |
12.11.2024 | 35.24% | 0.02 CHF | 0.03 CHF | 160'000 | 160'000 | 70'243 | 70'243 | 1'654 CHF | 2'359 CHF | 99.94% | 99.94% |
11.11.2024 | 33.49% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 70'504 | 70'504 | 1'820 CHF | 2'528 CHF | 99.89% | 99.89% |
08.11.2024 | 32.72% | 0.02 CHF | 0.03 CHF | 160'000 | 160'000 | 69'507 | 69'507 | 1'833 CHF | 2'546 CHF | 99.20% | 99.20% |
07.11.2024 | 37.68% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 70'990 | 70'990 | 1'624 CHF | 2'339 CHF | 99.90% | 99.90% |