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 | 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% |
18.11.2024 | 43.82% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 69'486 | 10'000 CHF | 2'156 CHF | 100.00% | 100.00% |
15.11.2024 | 33.80% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'715 CHF | 2'657 CHF | 100.00% | 100.00% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 99.27% | 99.27% |
13.11.2024 | 27.54% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 74'437 | 16'193 CHF | 3'168 CHF | 99.40% | 99.40% |
12.11.2024 | 24.12% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 18'526 CHF | 3'529 CHF | 100.00% | 100.00% |
11.11.2024 | 19.85% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'932 CHF | 4'190 CHF | 100.00% | 100.00% |
08.11.2024 | 20.09% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'633 CHF | 4'145 CHF | 100.00% | 100.00% |
07.11.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 73'704 | 25'773 CHF | 4'559 CHF | 99.23% | 99.23% |