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 | 39.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'685 CHF | 7'671 CHF | 99.38% | 99.38% |
19.11.2024 | 32.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'082 | 253'565 | 26'325 CHF | 9'310 CHF | 99.27% | 99.27% |
18.11.2024 | 14.04% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 757'043 | 391'326 | 50'147 CHF | 29'840 CHF | 99.26% | 99.26% |
15.11.2024 | 12.69% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 682'232 | 353'457 | 50'344 CHF | 29'619 CHF | 99.39% | 99.39% |
14.11.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 576'387 | 299'527 | 51'219 CHF | 29'613 CHF | 99.34% | 99.34% |
13.11.2024 | 11.10% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 595'135 | 304'786 | 50'691 CHF | 29'014 CHF | 99.37% | 99.37% |
12.11.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 611'578 | 314'297 | 50'300 CHF | 28'979 CHF | 99.10% | 99.10% |
11.11.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 652'494 | 339'435 | 50'205 CHF | 29'511 CHF | 99.30% | 99.30% |
08.11.2024 | 12.73% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 690'865 | 357'933 | 50'834 CHF | 29'917 CHF | 99.38% | 99.38% |
07.11.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 739'879 | 387'003 | 50'195 CHF | 30'239 CHF | 99.26% | 99.26% |