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 | 35.69% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'884 CHF | 2'533 CHF | 100.00% | 100.00% |
19.11.2024 | 57.99% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 480'921 | 73'453 | 6'384 CHF | 1'729 CHF | 100.00% | 100.00% |
18.11.2024 | 47.51% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'973 | 9'730 CHF | 1'934 CHF | 100.00% | 100.00% |
15.11.2024 | 39.82% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'440 CHF | 2'316 CHF | 100.00% | 100.00% |
14.11.2024 | 52.78% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 7'603 CHF | 1'890 CHF | 99.52% | 99.52% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'146 | 5'000 CHF | 1'483 CHF | 99.32% | 99.32% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 100.00% | 100.00% |
11.11.2024 | 56.05% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 6'991 CHF | 1'799 CHF | 100.00% | 100.00% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 100.00% | 100.00% |
07.11.2024 | 48.07% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 72'406 | 8'740 CHF | 2'019 CHF | 99.12% | 99.12% |