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 | 39.81% | 0.02 CHF | 0.03 CHF | 476'519 | 50'000 | 476'358 | 50'000 | 9'604 CHF | 1'508 CHF | 100.00% | 100.00% |
19.11.2024 | 40.17% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'968 CHF | 1'497 CHF | 100.00% | 100.00% |
18.11.2024 | 47.80% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 475'359 | 44'486 | 9'231 CHF | 1'363 CHF | 100.00% | 100.00% |
15.11.2024 | 24.70% | 0.03 CHF | 0.04 CHF | 373'309 | 50'000 | 344'997 | 50'000 | 12'344 CHF | 2'305 CHF | 100.00% | 100.00% |
14.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 318'091 | 50'000 | 318'091 | 50'000 | 15'905 CHF | 3'000 CHF | 99.52% | 99.52% |
13.11.2024 | 23.67% | 0.04 CHF | 0.05 CHF | 313'115 | 50'000 | 313'997 | 49'704 | 14'072 CHF | 2'819 CHF | 99.32% | 99.32% |
12.11.2024 | 20.21% | 0.04 CHF | 0.05 CHF | 320'603 | 50'000 | 316'854 | 50'000 | 14'258 CHF | 2'749 CHF | 100.00% | 100.00% |
11.11.2024 | 18.33% | 0.05 CHF | 0.06 CHF | 317'426 | 50'000 | 293'277 | 50'000 | 14'578 CHF | 2'987 CHF | 100.00% | 100.00% |
08.11.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 276'644 | 50'000 | 288'945 | 50'000 | 14'498 CHF | 3'009 CHF | 100.00% | 100.00% |
07.11.2024 | 19.31% | 0.05 CHF | 0.06 CHF | 274'735 | 50'000 | 274'663 | 48'703 | 13'737 CHF | 2'947 CHF | 99.13% | 99.13% |