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 | 35.14% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 7'044 CHF | 3'348 CHF | 99.38% | 99.38% |
19.11.2024 | 37.57% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'498 CHF | 3'166 CHF | 99.37% | 99.37% |
18.11.2024 | 33.22% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 7'548 CHF | 3'516 CHF | 99.23% | 99.23% |
15.11.2024 | 27.76% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 9'315 CHF | 4'105 CHF | 99.37% | 99.37% |
14.11.2024 | 25.69% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 10'181 CHF | 4'394 CHF | 99.38% | 99.38% |
13.11.2024 | 29.01% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 8'855 CHF | 3'952 CHF | 99.37% | 99.37% |
12.11.2024 | 27.13% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 47'833 CHF | 4'189 CHF | 99.37% | 99.37% |
11.11.2024 | 24.32% | 0.04 CHF | 0.05 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 54'223 CHF | 4'615 CHF | 99.37% | 99.37% |
08.11.2024 | 26.24% | 0.04 CHF | 0.05 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 49'788 CHF | 4'319 CHF | 99.37% | 99.37% |
07.11.2024 | 24.94% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 52'687 CHF | 4'512 CHF | 99.29% | 99.29% |