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 | 70.29% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'582 CHF | 100.00% | 100.00% |
19.11.2024 | 84.30% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'897 CHF | 99.40% | 99.40% |
18.11.2024 | 78.15% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 63'973 | 5'025 CHF | 1'434 CHF | 100.00% | 100.00% |
15.11.2024 | 40.82% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'932 CHF | 2'250 CHF | 99.99% | 99.99% |
14.11.2024 | 63.36% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 7'384 CHF | 2'069 CHF | 99.52% | 99.52% |
13.11.2024 | 87.08% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'138 | 5'576 CHF | 2'089 CHF | 98.34% | 98.34% |
12.11.2024 | 47.34% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'389 CHF | 2'250 CHF | 100.00% | 100.00% |
11.11.2024 | 48.27% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'482 CHF | 100.00% | 100.00% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
07.11.2024 | 42.67% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 72'408 | 12'995 CHF | 2'863 CHF | 99.13% | 99.13% |