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 | 81.41% | 0.01 CHF | 0.02 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 2'207 CHF | 1'302 CHF | 99.37% | 99.37% |
19.11.2024 | 100.45% | 0.00 CHF | 0.01 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 1'543 CHF | 1'136 CHF | 99.38% | 99.38% |
18.11.2024 | 58.20% | 0.01 CHF | 0.02 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 3'749 CHF | 1'687 CHF | 99.23% | 99.23% |
15.11.2024 | 32.66% | 0.03 CHF | 0.04 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 7'723 CHF | 2'681 CHF | 99.37% | 99.37% |
14.11.2024 | 26.30% | 0.03 CHF | 0.04 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 9'924 CHF | 3'231 CHF | 99.38% | 99.38% |
13.11.2024 | 36.27% | 0.03 CHF | 0.04 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 6'856 CHF | 2'464 CHF | 99.37% | 99.37% |
12.11.2024 | 29.67% | 0.02 CHF | 0.03 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 43'284 CHF | 2'914 CHF | 99.37% | 99.37% |
11.11.2024 | 22.45% | 0.04 CHF | 0.05 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 59'527 CHF | 3'726 CHF | 99.37% | 99.37% |
08.11.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 60'382 CHF | 3'769 CHF | 99.37% | 99.37% |
07.11.2024 | 16.63% | 0.05 CHF | 0.06 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 82'909 CHF | 4'895 CHF | 99.29% | 99.29% |