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 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 14.13% | 100.00% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
18.11.2024 | 45.88% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'973 | 10'000 CHF | 1'974 CHF | 100.00% | 100.00% |
15.11.2024 | 38.11% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'459 CHF | 2'509 CHF | 100.00% | 100.00% |
14.11.2024 | 33.15% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 13'033 CHF | 2'707 CHF | 99.21% | 99.21% |
13.11.2024 | 40.93% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 74'154 | 9'942 CHF | 2'228 CHF | 98.63% | 98.63% |
12.11.2024 | 37.24% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'758 CHF | 2'549 CHF | 99.84% | 99.84% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 100.00% | 100.00% |
08.11.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'003 CHF | 100.00% | 100.00% |
07.11.2024 | 24.50% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 72'397 | 19'397 CHF | 3'563 CHF | 98.73% | 98.73% |