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 | 27.33% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'979 CHF | 2'098 CHF | 100.00% | 100.00% |
19.11.2024 | 24.84% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'940 CHF | 2'294 CHF | 99.99% | 99.99% |
18.11.2024 | 31.97% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 44'487 | 16'044 CHF | 1'939 CHF | 100.00% | 100.00% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 97.60% | 97.60% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 96.15% | 96.15% |
13.11.2024 | 39.43% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 49'711 | 10'508 CHF | 1'550 CHF | 99.36% | 99.36% |
12.11.2024 | 29.93% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'407 CHF | 1'941 CHF | 100.00% | 100.00% |
11.11.2024 | 21.31% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'481 CHF | 2'648 CHF | 99.48% | 99.48% |
08.11.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'627 CHF | 3'063 CHF | 99.86% | 99.86% |
07.11.2024 | 17.73% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 48'669 | 26'280 CHF | 3'055 CHF | 96.52% | 96.52% |