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 | 34.99% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'222 CHF | 2'178 CHF | 14.13% | 100.00% |
19.11.2024 | 36.09% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'530 CHF | 2'244 CHF | 100.00% | 100.00% |
18.11.2024 | 49.85% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 43'383 | 14'259 CHF | 2'038 CHF | 100.00% | 100.00% |
15.11.2024 | 36.78% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'224 CHF | 1'757 CHF | 100.00% | 100.00% |
14.11.2024 | 41.49% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'057 CHF | 1'679 CHF | 99.52% | 99.52% |
13.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 49'708 | 5'000 CHF | 1'491 CHF | 98.23% | 99.32% |
12.11.2024 | 98.71% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'107 CHF | 1'500 CHF | 100.00% | 100.00% |
11.11.2024 | 47.61% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'301 CHF | 1'686 CHF | 100.00% | 100.00% |
08.11.2024 | 45.13% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'811 CHF | 1'998 CHF | 100.00% | 100.00% |
07.11.2024 | 35.79% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 48'434 | 17'025 CHF | 2'343 CHF | 98.51% | 98.51% |