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 | 36.19% | 0.02 CHF | 0.03 CHF | 375'000 | 250'000 | 247'112 | 222'168 | 5'526 CHF | 7'249 CHF | 99.96% | 99.96% |
19.11.2024 | 37.66% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 273'031 | 237'913 | 5'844 CHF | 7'518 CHF | 99.78% | 99.78% |
18.11.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 375'000 | 250'000 | 347'068 | 246'607 | 7'020 CHF | 7'472 CHF | 99.88% | 99.88% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 375'000 | 250'000 | 346'383 | 250'000 | 6'928 CHF | 7'500 CHF | 100.00% | 100.00% |
14.11.2024 | 39.83% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 291'660 | 250'000 | 5'868 CHF | 7'532 CHF | 99.52% | 99.52% |
13.11.2024 | 38.76% | 0.02 CHF | 0.03 CHF | 300'000 | 250'000 | 273'861 | 249'737 | 5'709 CHF | 7'723 CHF | 99.96% | 99.96% |
12.11.2024 | 33.51% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 209'749 | 209'738 | 5'210 CHF | 7'307 CHF | 99.76% | 99.76% |
11.11.2024 | 29.91% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 157'513 | 157'514 | 4'486 CHF | 6'061 CHF | 99.77% | 99.77% |
08.11.2024 | 32.08% | 0.03 CHF | 0.04 CHF | 175'000 | 175'000 | 176'374 | 176'373 | 4'633 CHF | 6'397 CHF | 99.85% | 99.85% |
07.11.2024 | 29.74% | 0.03 CHF | 0.04 CHF | 175'000 | 175'000 | 161'816 | 161'816 | 4'630 CHF | 6'248 CHF | 96.74% | 96.74% |