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 | 82.75% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'482 CHF | 100.00% | 100.00% |
19.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 498'062 | 99'785 | 4'981 CHF | 2'994 CHF | 100.00% | 100.00% |
18.11.2024 | 102.33% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 94'173 | 5'000 CHF | 2'883 CHF | 88.22% | 100.00% |
15.11.2024 | 91.03% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'747 CHF | 3'000 CHF | 100.00% | 100.00% |
14.11.2024 | 40.63% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'024 CHF | 99.27% | 99.27% |
13.11.2024 | 89.19% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 99'134 | 5'921 CHF | 2'980 CHF | 99.40% | 99.40% |
12.11.2024 | 61.57% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'938 CHF | 3'781 CHF | 100.00% | 100.00% |
11.11.2024 | 63.83% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'894 CHF | 100.00% | 100.00% |
08.11.2024 | 62.40% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'840 CHF | 99.95% | 99.95% |
07.11.2024 | 52.42% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 97'491 | 11'996 CHF | 3'925 CHF | 99.05% | 99.05% |