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 | 29.10% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'930 CHF | 2'000 CHF | 100.00% | 100.00% |
19.11.2024 | 55.97% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'143 CHF | 1'820 CHF | 99.40% | 99.40% |
18.11.2024 | 57.53% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 43'384 | 8'897 CHF | 1'344 CHF | 100.00% | 100.00% |
15.11.2024 | 45.33% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'302 CHF | 1'786 CHF | 100.00% | 100.00% |
14.11.2024 | 41.81% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'263 CHF | 2'000 CHF | 99.52% | 99.52% |
13.11.2024 | 30.22% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 49'383 | 14'990 CHF | 2'006 CHF | 99.32% | 99.32% |
12.11.2024 | 23.91% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'803 CHF | 2'517 CHF | 100.00% | 100.00% |
11.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 100.00% | 100.00% |
08.11.2024 | 22.66% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'922 CHF | 2'500 CHF | 100.00% | 100.00% |
07.11.2024 | 32.47% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 48'444 | 15'000 CHF | 2'013 CHF | 99.13% | 99.13% |