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 | 39.84% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 158'608 | 158'605 | 3'153 CHF | 4'739 CHF | 99.97% | 99.97% |
19.11.2024 | 35.08% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 113'730 | 113'730 | 2'667 CHF | 3'804 CHF | 99.80% | 99.80% |
18.11.2024 | 39.78% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 149'309 | 149'311 | 3'007 CHF | 4'500 CHF | 99.89% | 99.89% |
15.11.2024 | 41.55% | 0.02 CHF | 0.03 CHF | 175'000 | 175'000 | 182'914 | 182'911 | 3'481 CHF | 5'311 CHF | 100.00% | 100.00% |
14.11.2024 | 41.58% | 0.02 CHF | 0.03 CHF | 175'000 | 175'000 | 195'548 | 186'524 | 3'669 CHF | 5'398 CHF | 99.62% | 99.62% |
13.11.2024 | 53.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 561'908 | 250'000 | 7'336 CHF | 5'956 CHF | 99.93% | 99.93% |
12.11.2024 | 47.97% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 284'789 | 240'550 | 4'487 CHF | 6'229 CHF | 99.75% | 99.75% |
11.11.2024 | 25.01% | 0.03 CHF | 0.04 CHF | 125'000 | 125'000 | 73'755 | 73'755 | 2'522 CHF | 3'260 CHF | 99.81% | 99.81% |
08.11.2024 | 15.74% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 47'374 | 47'374 | 2'773 CHF | 3'246 CHF | 99.86% | 99.86% |
07.11.2024 | 13.14% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 41'644 | 41'644 | 2'913 CHF | 3'329 CHF | 99.92% | 99.92% |