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 | 63.57% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'115 CHF | 3'917 CHF | 100.00% | 100.00% |
19.11.2024 | 60.73% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 498'062 | 99'785 | 10'752 CHF | 3'994 CHF | 100.00% | 100.00% |
18.11.2024 | 52.13% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 88'971 | 12'459 CHF | 3'669 CHF | 100.00% | 100.00% |
15.11.2024 | 39.08% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'490 CHF | 100.00% | 100.00% |
14.11.2024 | 48.30% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'306 CHF | 5'000 CHF | 99.27% | 99.27% |
13.11.2024 | 35.25% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 99'134 | 14'715 CHF | 4'169 CHF | 99.40% | 99.40% |
12.11.2024 | 27.01% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'138 CHF | 5'000 CHF | 100.00% | 100.00% |
11.11.2024 | 24.49% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'609 CHF | 5'005 CHF | 100.00% | 100.00% |
08.11.2024 | 27.80% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'324 CHF | 5'103 CHF | 99.95% | 99.95% |
07.11.2024 | 31.76% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 97'491 | 22'151 CHF | 5'902 CHF | 99.05% | 99.05% |