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 | 128.84% | 0.01 CHF | 0.03 CHF | 50'000 | 50'000 | 33'535 | 30'090 | 251 CHF | 903 CHF | 93.97% | 93.97% |
19.11.2024 | 187.10% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 29'797 | 29'797 | 30 CHF | 894 CHF | 99.68% | 99.68% |
18.11.2024 | 174.94% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 32'115 | 32'115 | 61 CHF | 963 CHF | 67.19% | 67.19% |
15.11.2024 | 82.31% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 480'490 | 29'795 | 8'344 CHF | 1'192 CHF | 99.69% | 99.69% |
14.11.2024 | 35.74% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 27'873 | 14'059 CHF | 1'115 CHF | 91.60% | 91.60% |
13.11.2024 | 22.76% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 496'269 | 30'547 | 20'046 CHF | 1'551 CHF | 90.89% | 90.89% |
12.11.2024 | 24.26% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 29'252 | 18'449 CHF | 1'342 CHF | 87.58% | 87.58% |
11.11.2024 | 18.40% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 499'999 | 28'841 | 25'076 CHF | 1'780 CHF | 97.55% | 97.55% |
08.11.2024 | 52.23% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 29'885 | 12'204 CHF | 1'232 CHF | 98.65% | 98.65% |
07.11.2024 | 42.21% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 29'934 | 9'816 CHF | 898 CHF | 97.64% | 97.64% |