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 | 48.19% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'307 CHF | 100.00% | 100.00% |
19.11.2024 | 54.39% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'459 CHF | 3'671 CHF | 100.00% | 100.00% |
18.11.2024 | 73.61% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 88'973 | 8'912 CHF | 3'384 CHF | 100.00% | 100.00% |
15.11.2024 | 46.96% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'255 CHF | 3'619 CHF | 99.99% | 99.99% |
14.11.2024 | 36.10% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'013 CHF | 4'000 CHF | 99.52% | 99.52% |
13.11.2024 | 33.43% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 99'147 | 14'769 CHF | 4'104 CHF | 99.32% | 99.32% |
12.11.2024 | 48.75% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'942 CHF | 100.00% | 100.00% |
11.11.2024 | 30.66% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'481 CHF | 5'000 CHF | 100.00% | 100.00% |
08.11.2024 | 48.23% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'318 CHF | 5'000 CHF | 100.00% | 100.00% |
07.11.2024 | 29.51% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 97'408 | 18'843 CHF | 4'896 CHF | 99.13% | 99.13% |