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 | 57.42% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'065 CHF | 3'227 CHF | 100.00% | 100.00% |
19.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 3'000 CHF | 100.00% | 100.00% |
18.11.2024 | 81.43% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 63'928 | 8'893 CHF | 2'612 CHF | 99.60% | 99.60% |
15.11.2024 | 66.68% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'354 CHF | 3'100 CHF | 100.00% | 100.00% |
14.11.2024 | 66.05% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'184 CHF | 3'028 CHF | 99.44% | 99.44% |
13.11.2024 | 67.35% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 74'373 | 9'964 CHF | 2'982 CHF | 98.88% | 98.88% |
12.11.2024 | 64.28% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'796 CHF | 3'411 CHF | 100.00% | 100.00% |
11.11.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'750 CHF | 100.00% | 100.00% |
08.11.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'750 CHF | 100.00% | 100.00% |
07.11.2024 | 52.60% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 72'402 | 14'740 CHF | 3'633 CHF | 99.06% | 99.06% |