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 | 41.52% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 16'527 CHF | 3'750 CHF | 100.00% | 100.00% |
19.11.2024 | 29.52% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 18'687 CHF | 3'750 CHF | 100.00% | 100.00% |
18.11.2024 | 47.33% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 495'776 | 63'971 | 16'136 CHF | 3'268 CHF | 100.00% | 100.00% |
15.11.2024 | 54.70% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 245'009 | 54'325 | 9'594 CHF | 3'259 CHF | 100.00% | 100.00% |
14.11.2024 | 56.34% | 0.03 CHF | 0.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'125 CHF | 2'018 CHF | 99.22% | 99.22% |
13.11.2024 | 63.38% | 0.03 CHF | 0.06 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 1'111 CHF | 2'142 CHF | 99.36% | 99.36% |
12.11.2024 | 62.51% | 0.03 CHF | 0.05 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'147 CHF | 2'192 CHF | 100.00% | 100.00% |
11.11.2024 | 41.39% | 0.05 CHF | 0.08 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'762 CHF | 2'674 CHF | 100.00% | 100.00% |
08.11.2024 | 24.80% | 0.05 CHF | 0.06 CHF | 420'110 | 75'000 | 424'848 | 75'000 | 21'568 CHF | 4'906 CHF | 100.00% | 100.00% |
07.11.2024 | 20.50% | 0.07 CHF | 0.08 CHF | 351'537 | 75'000 | 347'126 | 72'396 | 23'517 CHF | 6'006 CHF | 98.73% | 98.73% |