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 | 100.58% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'952'330 | 295 | 14'762 CHF | 4 CHF | 99.89% | 99.89% |
19.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'808'150 | 281 | 14'041 CHF | 4 CHF | 99.95% | 99.95% |
18.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'601'420 | 260 | 13'007 CHF | 4 CHF | 98.93% | 99.89% |
15.11.2024 | 100.71% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'731'460 | 273 | 13'657 CHF | 4 CHF | 100.00% | 100.00% |
14.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'722'020 | 272 | 13'610 CHF | 4 CHF | 99.76% | 99.76% |
13.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'920'420 | 292 | 14'602 CHF | 4 CHF | 100.00% | 100.00% |
12.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'564'200 | 256 | 12'821 CHF | 4 CHF | 99.95% | 99.95% |
11.11.2024 | 68.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'009'400 | 201 | 19'647 CHF | 4 CHF | 99.35% | 99.35% |
08.11.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'024'740 | 202 | 20'247 CHF | 4 CHF | 99.53% | 99.53% |
07.11.2024 | 87.36% | 0.01 CHF | 0.02 CHF | 3'000'000 | 300 | 2'435'380 | 244 | 17'757 CHF | 4 CHF | 99.86% | 99.86% |