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 | 52.69% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 2'588 CHF | 4'438 CHF | 100.00% | 100.00% |
19.11.2024 | 51.66% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 2'657 CHF | 4'508 CHF | 100.00% | 100.00% |
18.11.2024 | 59.99% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 2'174 CHF | 4'025 CHF | 100.00% | 100.00% |
15.11.2024 | 60.16% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 2'174 CHF | 4'025 CHF | 100.00% | 100.00% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 190'165 | 190'165 | 1'902 CHF | 3'803 CHF | 99.36% | 99.36% |
13.11.2024 | 66.86% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'927 | 185'927 | 1'855 CHF | 3'719 CHF | 100.00% | 100.00% |
12.11.2024 | 66.16% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 184'993 | 184'993 | 1'873 CHF | 3'723 CHF | 98.86% | 100.00% |
11.11.2024 | 50.80% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 175'728 | 175'728 | 2'584 CHF | 4'341 CHF | 99.93% | 99.93% |
08.11.2024 | 42.88% | 0.02 CHF | 0.03 CHF | 180'000 | 180'000 | 175'311 | 175'311 | 3'228 CHF | 4'981 CHF | 100.00% | 100.00% |
07.11.2024 | 32.67% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 171'051 | 171'051 | 4'397 CHF | 6'107 CHF | 98.41% | 98.41% |