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 | 44.75% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 34'139 | 25'000 | 1'747 CHF | 1'941 CHF | 100.00% | 100.00% |
19.11.2024 | 42.53% | 0.05 CHF | 0.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'210 CHF | 1'864 CHF | 99.99% | 99.99% |
18.11.2024 | 52.41% | 0.05 CHF | 0.08 CHF | 25'000 | 25'000 | 31'170 | 23'897 | 1'500 CHF | 1'956 CHF | 100.00% | 100.00% |
15.11.2024 | 43.21% | 0.05 CHF | 0.08 CHF | 25'000 | 25'000 | 166'347 | 24'970 | 9'119 CHF | 1'998 CHF | 100.00% | 100.00% |
14.11.2024 | 42.24% | 0.05 CHF | 0.08 CHF | 25'000 | 25'000 | 171'827 | 25'000 | 9'547 CHF | 1'991 CHF | 94.67% | 94.67% |
13.11.2024 | 39.08% | 0.05 CHF | 0.08 CHF | 50'000 | 50'000 | 49'418 | 49'418 | 2'459 CHF | 3'649 CHF | 99.25% | 99.25% |
12.11.2024 | 51.62% | 0.04 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'035 CHF | 1'751 CHF | 98.32% | 98.32% |
11.11.2024 | 43.98% | 0.05 CHF | 0.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'249 CHF | 1'956 CHF | 100.00% | 100.00% |
08.11.2024 | 52.00% | 0.05 CHF | 0.08 CHF | 25'000 | 25'000 | 47'421 | 21'785 | 2'563 CHF | 1'736 CHF | 97.48% | 97.48% |
07.11.2024 | 31.37% | 0.06 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 24'731 | 35'397 CHF | 2'392 CHF | 95.57% | 95.57% |