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 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 10.68% | 100.00% |
19.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 499'995 | 75'000 | 5'000 CHF | 2'250 CHF | 70.17% | 97.59% |
18.11.2024 | 97.31% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 498'390 | 67'178 | 5'382 CHF | 2'037 CHF | 71.58% | 96.88% |
15.11.2024 | 32.68% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'084 CHF | 2'325 CHF | 75.93% | 75.93% |
14.11.2024 | 14.42% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 36'640 CHF | 4'229 CHF | 99.44% | 99.44% |
13.11.2024 | 15.86% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 49'818 | 32'781 CHF | 3'827 CHF | 98.88% | 98.88% |
12.11.2024 | 12.58% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 499'813 | 50'000 | 40'319 CHF | 4'568 CHF | 87.66% | 87.66% |
11.11.2024 | 14.39% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 37'431 CHF | 4'319 CHF | 98.45% | 98.45% |
08.11.2024 | 18.35% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'022 CHF | 3'486 CHF | 100.00% | 100.00% |
07.11.2024 | 19.14% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 477'766 | 72'384 | 27'022 CHF | 4'852 CHF | 98.36% | 98.36% |