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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 34.50% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'021 CHF | 2'271 CHF | 100.00% | 100.00% |
20.11.2024 | 26.08% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'306 CHF | 2'500 CHF | 100.00% | 100.00% |
19.11.2024 | 32.84% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'961 CHF | 2'093 CHF | 99.40% | 99.40% |
18.11.2024 | 39.43% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 43'384 | 13'871 CHF | 1'759 CHF | 100.00% | 100.00% |
15.11.2024 | 45.37% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'123 CHF | 2'236 CHF | 100.00% | 100.00% |
14.11.2024 | 33.86% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'905 CHF | 2'500 CHF | 99.52% | 99.52% |
13.11.2024 | 23.12% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'383 | 19'941 CHF | 2'479 CHF | 99.32% | 99.32% |
12.11.2024 | 19.91% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'595 CHF | 2'999 CHF | 100.00% | 100.00% |
11.11.2024 | 18.37% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'958 CHF | 3'000 CHF | 100.00% | 100.00% |
08.11.2024 | 21.28% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'290 CHF | 3'000 CHF | 100.00% | 100.00% |