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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 34.63% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 486'338 | 49'281 | 13'378 CHF | 1'892 CHF | 100.00% | 100.00% |
02.12.2024 | 28.97% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'039 CHF | 3'021 CHF | 100.00% | 100.00% |
29.11.2024 | 41.81% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'257 CHF | 2'356 CHF | 100.00% | 100.00% |
28.11.2024 | 29.40% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'784 CHF | 2'977 CHF | 100.00% | 100.00% |
27.11.2024 | 44.40% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'493 CHF | 1'475 CHF | 99.56% | 99.56% |
26.11.2024 | 27.93% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'510 CHF | 2'440 CHF | 100.00% | 100.00% |
25.11.2024 | 28.40% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'205 CHF | 3'034 CHF | 98.82% | 98.82% |
22.11.2024 | 30.11% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'632 CHF | 2'964 CHF | 100.00% | 100.00% |
20.11.2024 | 39.86% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'119 CHF | 2'271 CHF | 100.00% | 100.00% |
19.11.2024 | 47.16% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'706 CHF | 2'056 CHF | 99.94% | 99.94% |