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 | 22.11% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 18'128 CHF | 7'543 CHF | 99.37% | 99.37% |
19.11.2024 | 22.63% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 17'710 CHF | 7'403 CHF | 99.38% | 99.38% |
18.11.2024 | 27.54% | 0.03 CHF | 0.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 14'234 CHF | 6'245 CHF | 98.89% | 98.89% |
15.11.2024 | 20.22% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 20'230 CHF | 8'243 CHF | 99.37% | 99.37% |
14.11.2024 | 22.13% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 18'107 CHF | 7'536 CHF | 99.37% | 99.37% |
13.11.2024 | 21.14% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 19'205 CHF | 7'902 CHF | 99.16% | 99.16% |
12.11.2024 | 29.14% | 0.03 CHF | 0.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 13'277 CHF | 5'926 CHF | 99.38% | 99.38% |
11.11.2024 | 55.89% | 0.02 CHF | 0.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 6'318 CHF | 3'606 CHF | 99.37% | 99.37% |
08.11.2024 | 57.23% | 0.01 CHF | 0.02 CHF | 450'000 | 150'000 | 506'683 | 150'000 | 6'796 CHF | 3'531 CHF | 99.37% | 99.37% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.29% | 99.29% |