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 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 100.00% | 100.00% |
19.11.2024 | 43.57% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'331 CHF | 1'433 CHF | 99.94% | 99.94% |
18.11.2024 | 45.22% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 44'487 | 9'510 CHF | 1'325 CHF | 100.00% | 100.00% |
15.11.2024 | 42.43% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'544 CHF | 1'454 CHF | 100.00% | 100.00% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 99.44% | 99.44% |
13.11.2024 | 40.31% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 49'819 | 10'000 CHF | 1'499 CHF | 98.88% | 98.88% |
12.11.2024 | 36.76% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'416 CHF | 1'642 CHF | 99.99% | 99.99% |
11.11.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 441'819 | 50'000 | 442'100 | 50'000 | 13'430 CHF | 2'019 CHF | 100.00% | 100.00% |
08.11.2024 | 27.82% | 0.03 CHF | 0.04 CHF | 442'642 | 50'000 | 436'349 | 50'000 | 13'616 CHF | 2'060 CHF | 88.69% | 88.69% |
07.11.2024 | 25.02% | 0.04 CHF | 0.05 CHF | 442'931 | 50'000 | 436'766 | 48'703 | 16'320 CHF | 2'329 CHF | 99.06% | 99.06% |