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 | 18.91% | 0.06 CHF | 0.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 21'732 CHF | 8'744 CHF | 99.37% | 99.37% |
19.11.2024 | 19.81% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 20'685 CHF | 8'395 CHF | 99.38% | 99.38% |
18.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 18'003 CHF | 7'501 CHF | 98.89% | 98.89% |
15.11.2024 | 16.96% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 24'472 CHF | 9'657 CHF | 99.37% | 99.37% |
14.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 22'500 CHF | 9'000 CHF | 99.37% | 99.37% |
13.11.2024 | 18.60% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 22'388 CHF | 8'963 CHF | 99.16% | 99.16% |
12.11.2024 | 26.90% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 14'685 CHF | 6'395 CHF | 99.37% | 99.37% |
11.11.2024 | 38.73% | 0.03 CHF | 0.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 9'501 CHF | 4'667 CHF | 99.37% | 99.37% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 450'000 | 150'000 | 506'704 | 150'000 | 10'134 CHF | 4'500 CHF | 99.37% | 99.37% |
07.11.2024 | 38.22% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 32'339 CHF | 4'734 CHF | 99.30% | 99.30% |