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 | 68.06% | 0.01 CHF | 0.02 CHF | 420'000 | 420'000 | 188'757 | 188'757 | 1'936 CHF | 3'852 CHF | 99.89% | 99.89% |
19.11.2024 | 68.63% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 193'874 | 193'874 | 1'921 CHF | 3'887 CHF | 99.94% | 99.94% |
18.11.2024 | 61.23% | 0.01 CHF | 0.02 CHF | 420'000 | 420'000 | 154'184 | 154'184 | 1'683 CHF | 3'233 CHF | 99.89% | 99.89% |
15.11.2024 | 61.57% | 0.01 CHF | 0.02 CHF | 420'000 | 420'000 | 187'468 | 187'468 | 2'106 CHF | 4'000 CHF | 99.90% | 99.90% |
14.11.2024 | 50.91% | 0.01 CHF | 0.02 CHF | 420'000 | 420'000 | 173'509 | 173'509 | 2'551 CHF | 4'294 CHF | 100.00% | 100.00% |
13.11.2024 | 48.16% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 171'829 | 171'829 | 2'770 CHF | 4'496 CHF | 100.00% | 100.00% |
12.11.2024 | 37.59% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 169'037 | 169'037 | 3'692 CHF | 5'390 CHF | 99.94% | 99.94% |
11.11.2024 | 35.05% | 0.03 CHF | 0.04 CHF | 380'000 | 380'000 | 170'200 | 170'200 | 4'115 CHF | 5'825 CHF | 99.89% | 99.89% |
08.11.2024 | 35.60% | 0.02 CHF | 0.03 CHF | 380'000 | 380'000 | 166'580 | 166'580 | 3'971 CHF | 5'679 CHF | 98.90% | 98.90% |
07.11.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 380'000 | 380'000 | 171'985 | 171'985 | 3'605 CHF | 5'333 CHF | 99.90% | 99.90% |