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 | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'500 CHF | 0.25% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 21.18% | 100.00% |
18.11.2024 | 72.45% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 490'480 | 45'558 | 4'926 CHF | 958 CHF | 94.78% | 100.00% |
15.11.2024 | 34.41% | 0.02 CHF | 0.03 CHF | 346'881 | 50'000 | 321'916 | 50'000 | 8'060 CHF | 1'778 CHF | 100.00% | 100.00% |
14.11.2024 | 21.63% | 0.04 CHF | 0.05 CHF | 228'757 | 50'000 | 225'112 | 50'000 | 10'428 CHF | 2'874 CHF | 99.27% | 99.27% |
13.11.2024 | 18.62% | 0.05 CHF | 0.06 CHF | 205'869 | 50'000 | 214'924 | 49'694 | 10'741 CHF | 2'995 CHF | 98.49% | 98.49% |
12.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 210'280 | 50'000 | 209'608 | 50'000 | 10'482 CHF | 3'000 CHF | 100.00% | 100.00% |
11.11.2024 | 13.62% | 0.07 CHF | 0.08 CHF | 167'524 | 50'000 | 180'207 | 50'000 | 12'357 CHF | 3'939 CHF | 100.00% | 100.00% |
08.11.2024 | 16.60% | 0.06 CHF | 0.07 CHF | 215'098 | 50'000 | 214'157 | 50'000 | 11'942 CHF | 3'283 CHF | 100.00% | 100.00% |
07.11.2024 | 17.00% | 0.06 CHF | 0.07 CHF | 220'344 | 50'000 | 221'545 | 48'704 | 12'697 CHF | 3'310 CHF | 99.23% | 99.23% |