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 | 29.90% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'418 CHF | 1'942 CHF | 100.00% | 100.00% |
19.11.2024 | 37.93% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'904 CHF | 1'590 CHF | 100.00% | 100.00% |
18.11.2024 | 45.88% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 44'486 | 10'000 CHF | 1'390 CHF | 100.00% | 100.00% |
15.11.2024 | 38.27% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'759 CHF | 1'576 CHF | 100.00% | 100.00% |
14.11.2024 | 43.31% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'380 CHF | 1'438 CHF | 99.22% | 99.22% |
13.11.2024 | 64.28% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 49'448 | 5'521 CHF | 1'041 CHF | 99.36% | 99.36% |
12.11.2024 | 40.19% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'964 CHF | 1'496 CHF | 100.00% | 100.00% |
11.11.2024 | 33.36% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'906 CHF | 1'791 CHF | 100.00% | 100.00% |
08.11.2024 | 87.80% | 0.02 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 306 CHF | 762 CHF | 100.00% | 100.00% |
07.11.2024 | 29.71% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 48'696 | 14'501 CHF | 1'898 CHF | 98.73% | 98.73% |