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 | 31.56% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 8'020 CHF | 3'673 CHF | 99.38% | 99.38% |
19.11.2024 | 35.76% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'933 CHF | 3'311 CHF | 99.37% | 99.37% |
18.11.2024 | 26.39% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 9'927 CHF | 4'309 CHF | 99.23% | 99.23% |
15.11.2024 | 20.07% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 13'466 CHF | 5'489 CHF | 99.37% | 99.37% |
14.11.2024 | 17.96% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'212 CHF | 6'071 CHF | 99.38% | 99.38% |
13.11.2024 | 21.75% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 12'337 CHF | 5'112 CHF | 99.38% | 99.38% |
12.11.2024 | 19.49% | 0.04 CHF | 0.05 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 69'603 CHF | 5'640 CHF | 99.37% | 99.37% |
11.11.2024 | 16.76% | 0.05 CHF | 0.06 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 82'083 CHF | 6'472 CHF | 99.37% | 99.37% |
08.11.2024 | 17.50% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 78'411 CHF | 6'227 CHF | 99.37% | 99.37% |
07.11.2024 | 14.89% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 93'359 CHF | 7'224 CHF | 99.29% | 99.29% |