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 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
19.11.2024 | 51.49% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'042 CHF | 2'250 CHF | 92.79% | 92.79% |
18.11.2024 | 44.41% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'972 | 10'000 CHF | 1'960 CHF | 100.00% | 100.00% |
15.11.2024 | 34.30% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'492 CHF | 2'624 CHF | 100.00% | 100.00% |
14.11.2024 | 34.88% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'242 CHF | 2'586 CHF | 99.26% | 99.26% |
13.11.2024 | 40.75% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 74'106 | 9'937 CHF | 2'223 CHF | 96.42% | 96.42% |
12.11.2024 | 28.67% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'958 CHF | 2'994 CHF | 99.09% | 99.09% |
11.11.2024 | 25.57% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'361 CHF | 3'354 CHF | 100.00% | 100.00% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 99.75% | 99.75% |
07.11.2024 | 28.80% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 72'667 | 15'392 CHF | 2'977 CHF | 98.69% | 98.69% |