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 | 40.00% | 0.02 CHF | 0.03 CHF | 350'000 | 250'000 | 464'037 | 250'000 | 9'281 CHF | 7'500 CHF | 99.96% | 99.96% |
19.11.2024 | 37.00% | 0.02 CHF | 0.03 CHF | 425'000 | 250'000 | 313'206 | 247'278 | 6'870 CHF | 7'968 CHF | 99.83% | 99.83% |
18.11.2024 | 33.15% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 226'063 | 226'063 | 5'688 CHF | 7'948 CHF | 99.88% | 99.88% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 221'598 | 221'269 | 5'540 CHF | 7'744 CHF | 100.00% | 100.00% |
14.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 275'000 | 250'000 | 238'380 | 235'925 | 5'959 CHF | 8'257 CHF | 99.54% | 99.54% |
13.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 228'653 | 227'872 | 5'716 CHF | 7'976 CHF | 99.96% | 99.96% |
12.11.2024 | 33.84% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 290'656 | 250'000 | 7'144 CHF | 8'655 CHF | 99.75% | 99.75% |
11.11.2024 | 39.69% | 0.02 CHF | 0.03 CHF | 350'000 | 250'000 | 353'359 | 250'000 | 7'143 CHF | 7'558 CHF | 99.80% | 99.80% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 275'000 | 250'000 | 287'833 | 250'000 | 7'196 CHF | 8'750 CHF | 99.85% | 99.85% |
07.11.2024 | 33.82% | 0.03 CHF | 0.04 CHF | 300'000 | 250'000 | 292'941 | 248'060 | 7'202 CHF | 8'590 CHF | 96.72% | 96.72% |