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 | 85.87% | 0.02 CHF | 0.05 CHF | 50'000 | 50'000 | 30'432 | 30'432 | 608 CHF | 1'522 CHF | 99.68% | 99.68% |
19.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 50'000 | 50'000 | 100'065 | 30'432 | 2'001 CHF | 1'522 CHF | 99.68% | 99.68% |
18.11.2024 | 78.04% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 161'310 | 30'443 | 4'293 CHF | 1'522 CHF | 99.49% | 99.49% |
15.11.2024 | 82.54% | 0.02 CHF | 0.05 CHF | 50'000 | 50'000 | 421'548 | 30'433 | 8'773 CHF | 1'522 CHF | 99.68% | 99.68% |
14.11.2024 | 62.83% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 30'426 | 15'110 CHF | 1'728 CHF | 99.65% | 99.65% |
13.11.2024 | 56.28% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 496'091 | 30'782 | 17'968 CHF | 1'941 CHF | 90.89% | 90.89% |
12.11.2024 | 48.23% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 30'453 | 22'089 CHF | 2'180 CHF | 99.30% | 99.30% |
11.11.2024 | 47.21% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 30'433 | 22'730 CHF | 2'211 CHF | 99.67% | 99.67% |
08.11.2024 | 40.26% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 30'433 | 27'756 CHF | 2'515 CHF | 99.68% | 99.68% |
07.11.2024 | 42.41% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 30'432 | 26'004 CHF | 2'426 CHF | 99.68% | 99.68% |