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 | 47.29% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'788 CHF | 2'813 CHF | 99.55% | 99.55% |
19.11.2024 | 34.17% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'553 CHF | 2'633 CHF | 99.72% | 99.72% |
18.11.2024 | 29.29% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 71'308 | 15'279 CHF | 2'909 CHF | 91.45% | 91.45% |
15.11.2024 | 19.31% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 23'605 CHF | 4'291 CHF | 100.00% | 100.00% |
14.11.2024 | 21.24% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'681 CHF | 4'002 CHF | 96.08% | 96.08% |
13.11.2024 | 28.22% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 74'351 | 15'509 CHF | 3'054 CHF | 84.33% | 84.33% |
12.11.2024 | 17.60% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 26'346 CHF | 4'702 CHF | 73.39% | 73.39% |
11.11.2024 | 17.88% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 469'118 | 72'496 | 25'726 CHF | 4'710 CHF | 74.49% | 74.49% |
08.11.2024 | 23.26% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'195 CHF | 3'629 CHF | 99.37% | 99.37% |
07.11.2024 | 20.46% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 73'697 | 23'254 CHF | 4'203 CHF | 98.73% | 98.73% |