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 | 34.28% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'502 CHF | 2'625 CHF | 100.00% | 100.00% |
19.11.2024 | 39.68% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'139 CHF | 2'271 CHF | 100.00% | 100.00% |
18.11.2024 | 42.08% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'973 | 11'188 CHF | 2'122 CHF | 100.00% | 100.00% |
15.11.2024 | 35.44% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'994 CHF | 2'549 CHF | 100.00% | 100.00% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 99.52% | 99.52% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 74'138 | 10'000 CHF | 2'224 CHF | 98.35% | 98.35% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 99.90% | 99.90% |
11.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 3'750 CHF | 100.00% | 100.00% |
08.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 3'750 CHF | 100.00% | 100.00% |
07.11.2024 | 20.82% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 72'408 | 22'619 CHF | 4'036 CHF | 99.13% | 99.13% |