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 | 62.46% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 3'313 CHF | 2'104 CHF | 99.38% | 99.38% |
19.11.2024 | 70.53% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'798 CHF | 1'933 CHF | 99.38% | 99.38% |
18.11.2024 | 48.77% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 4'684 CHF | 2'561 CHF | 99.23% | 99.23% |
15.11.2024 | 36.16% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'808 CHF | 3'269 CHF | 99.37% | 99.37% |
14.11.2024 | 31.85% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 7'922 CHF | 3'641 CHF | 99.38% | 99.38% |
13.11.2024 | 38.76% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'269 CHF | 3'090 CHF | 99.38% | 99.38% |
12.11.2024 | 34.62% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 35'904 CHF | 3'394 CHF | 99.37% | 99.37% |
11.11.2024 | 29.30% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 43'759 CHF | 3'917 CHF | 99.37% | 99.37% |
08.11.2024 | 29.91% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 42'840 CHF | 3'856 CHF | 99.37% | 99.37% |
07.11.2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 53'336 CHF | 4'556 CHF | 99.29% | 99.29% |