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 | 68.98% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'057 CHF | 1'567 CHF | 96.88% | 96.88% |
19.11.2024 | 86.60% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'949 CHF | 82.18% | 82.18% |
18.11.2024 | 97.85% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 5'238 CHF | 1'891 CHF | 100.00% | 100.00% |
15.11.2024 | 39.04% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'490 CHF | 2'154 CHF | 83.19% | 83.19% |
14.11.2024 | 37.43% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'276 CHF | 2'243 CHF | 99.27% | 99.27% |
13.11.2024 | 32.99% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'685 | 20'289 CHF | 2'776 CHF | 95.44% | 95.44% |
12.11.2024 | 30.15% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'816 CHF | 3'492 CHF | 87.29% | 87.29% |
11.11.2024 | 20.68% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'000 CHF | 3'701 CHF | 99.46% | 99.46% |
08.11.2024 | 26.31% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'001 CHF | 3'914 CHF | 100.00% | 100.00% |
07.11.2024 | 28.78% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 48'746 | 30'098 CHF | 3'910 CHF | 99.05% | 99.05% |