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 | 93.15% | 0.01 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 11'084 CHF | 1'507 CHF | 14.13% | 100.00% |
19.11.2024 | 71.35% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'334 CHF | 1'500 CHF | 99.99% | 99.99% |
18.11.2024 | 44.46% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 19'997 CHF | 1'493 CHF | 100.00% | 100.00% |
15.11.2024 | 27.76% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 498'811 | 24'970 | 28'785 CHF | 1'905 CHF | 100.00% | 100.00% |
14.11.2024 | 35.93% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'259 CHF | 1'710 CHF | 94.67% | 94.67% |
13.11.2024 | 83.91% | 0.03 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 49'418 | 12'426 CHF | 2'965 CHF | 99.25% | 99.25% |
12.11.2024 | 71.15% | 0.02 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'375 CHF | 1'500 CHF | 96.72% | 96.72% |
11.11.2024 | 29.37% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 26'807 CHF | 1'799 CHF | 100.00% | 100.00% |
08.11.2024 | 30.73% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 375'325 | 21'786 | 22'912 CHF | 1'810 CHF | 97.48% | 97.48% |
07.11.2024 | 7.37% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 189'327 | 24'731 | 51'276 CHF | 7'345 CHF | 95.57% | 95.57% |