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 | 38.54% | 0.04 CHF | 0.06 CHF | 196'000 | 196'000 | 57'411 | 57'411 | 2'328 CHF | 3'354 CHF | 78.38% | 78.38% |
19.11.2024 | 26.51% | 0.05 CHF | 0.06 CHF | 196'000 | 196'000 | 86'981 | 86'981 | 5'444 CHF | 6'668 CHF | 100.00% | 100.00% |
18.11.2024 | 11.55% | 0.13 CHF | 0.14 CHF | 192'000 | 192'000 | 85'330 | 85'330 | 11'141 CHF | 12'340 CHF | 99.90% | 99.90% |
15.11.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 192'000 | 192'000 | 90'802 | 90'802 | 13'265 CHF | 14'433 CHF | 57.05% | 97.41% |
14.11.2024 | - | 0.22 CHF | - CHF | 186'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.54% |
13.11.2024 | - | 0.25 CHF | - CHF | 186'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 0.26 CHF | - CHF | 186'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.42 CHF | - CHF | 178'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | 3.61% | 0.36 CHF | 0.42 CHF | 182'000 | 180'000 | 66'033 | 66'033 | 29'601 CHF | 30'529 CHF | 87.84% | 99.20% |
07.11.2024 | 2.65% | 0.61 CHF | 0.62 CHF | 172'000 | 172'000 | 77'381 | 77'381 | 45'999 CHF | 47'005 CHF | 100.00% | 100.00% |