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 | - | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | 90.42% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'481 CHF | 2'173 CHF | 92.37% | 100.00% |
18.11.2024 | 65.04% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 467'280 | 44'487 | 10'751 CHF | 1'956 CHF | 100.00% | 100.00% |
15.11.2024 | 44.00% | 0.04 CHF | 0.06 CHF | 394'175 | 50'000 | 433'677 | 50'000 | 14'882 CHF | 2'740 CHF | 99.99% | 99.99% |
14.11.2024 | 16.61% | 0.08 CHF | 0.10 CHF | 228'245 | 50'000 | 193'524 | 50'000 | 21'943 CHF | 6'865 CHF | 99.52% | 99.52% |
13.11.2024 | 13.54% | 0.18 CHF | 0.20 CHF | 145'694 | 50'000 | 163'496 | 49'696 | 23'762 CHF | 8'406 CHF | 96.96% | 96.96% |
12.11.2024 | 7.26% | 0.24 CHF | 0.26 CHF | 123'451 | 50'000 | 116'173 | 50'000 | 31'215 CHF | 14'458 CHF | 72.74% | 72.74% |
11.11.2024 | 7.96% | 0.27 CHF | 0.29 CHF | 114'455 | 50'000 | 114'667 | 50'000 | 30'188 CHF | 14'269 CHF | 96.53% | 96.53% |
08.11.2024 | 9.08% | 0.24 CHF | 0.26 CHF | 122'576 | 50'000 | 131'727 | 50'000 | 27'771 CHF | 11'567 CHF | 92.92% | 92.92% |
07.11.2024 | 9.77% | 0.21 CHF | 0.23 CHF | 131'561 | 50'000 | 131'785 | 48'703 | 27'954 CHF | 11'379 CHF | 99.12% | 99.12% |