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 | 65.39% | 0.01 CHF | 0.02 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 2'619 CHF | 3'072 CHF | 99.38% | 99.38% |
19.11.2024 | 62.15% | 0.01 CHF | 0.02 CHF | 250'000 | 150'000 | 250'000 | 146'224 | 2'923 CHF | 3'141 CHF | 99.38% | 99.38% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 250'000 | 150'000 | 250'000 | 131'839 | 5'000 CHF | 3'955 CHF | 99.38% | 99.38% |
15.11.2024 | 27.64% | 0.03 CHF | 0.04 CHF | 250'000 | 100'000 | 250'000 | 100'036 | 7'869 CHF | 4'149 CHF | 99.36% | 99.36% |
14.11.2024 | 25.61% | 0.04 CHF | 0.05 CHF | 250'000 | 75'000 | 250'000 | 99'461 | 8'667 CHF | 4'440 CHF | 99.38% | 99.38% |
13.11.2024 | 28.63% | 0.03 CHF | 0.04 CHF | 250'000 | 100'000 | 250'000 | 103'620 | 7'487 CHF | 4'137 CHF | 99.38% | 99.38% |
12.11.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 250'000 | 100'000 | 250'000 | 104'308 | 7'563 CHF | 4'197 CHF | 99.15% | 99.15% |
11.11.2024 | 22.04% | 0.04 CHF | 0.05 CHF | 250'000 | 100'000 | 250'000 | 84'112 | 10'115 CHF | 4'240 CHF | 99.38% | 99.38% |
08.11.2024 | 21.49% | 0.04 CHF | 0.05 CHF | 250'000 | 75'000 | 250'000 | 94'081 | 10'455 CHF | 4'840 CHF | 99.37% | 99.37% |
07.11.2024 | 17.15% | 0.05 CHF | 0.06 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 13'418 CHF | 4'775 CHF | 96.22% | 96.22% |