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 | 77.96% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'894 CHF | 1'330 CHF | 98.83% | 98.83% |
19.11.2024 | 93.64% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'462 CHF | 1'488 CHF | 95.59% | 95.59% |
18.11.2024 | 62.91% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 44'465 | 8'300 CHF | 1'365 CHF | 99.64% | 99.64% |
15.11.2024 | 46.74% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'626 CHF | 100.00% | 100.00% |
14.11.2024 | 37.16% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'200 CHF | 99.44% | 99.44% |
13.11.2024 | 49.15% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'557 | 14'984 CHF | 2'455 CHF | 98.88% | 98.88% |
12.11.2024 | 28.94% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'053 CHF | 2'696 CHF | 100.00% | 100.00% |
11.11.2024 | 27.93% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'983 CHF | 3'175 CHF | 100.00% | 100.00% |
08.11.2024 | 37.03% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'570 CHF | 2'987 CHF | 100.00% | 100.00% |
07.11.2024 | 34.86% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 48'703 | 20'765 CHF | 2'864 CHF | 99.06% | 99.06% |