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 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 15'000 CHF | 6'000 CHF | 99.38% | 99.38% |
19.11.2024 | 39.14% | 0.02 CHF | 0.03 CHF | 750'000 | 200'000 | 750'000 | 198'161 | 15'566 CHF | 6'078 CHF | 99.38% | 99.38% |
18.11.2024 | 31.53% | 0.02 CHF | 0.03 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 20'557 CHF | 7'482 CHF | 99.37% | 99.37% |
15.11.2024 | 28.10% | 0.03 CHF | 0.04 CHF | 750'000 | 150'000 | 750'000 | 150'870 | 23'059 CHF | 6'147 CHF | 99.36% | 99.36% |
14.11.2024 | 25.61% | 0.04 CHF | 0.05 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 26'001 CHF | 6'700 CHF | 99.38% | 99.38% |
13.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 150'000 | 750'000 | 150'255 | 22'500 CHF | 6'010 CHF | 99.38% | 99.38% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 150'000 | 750'000 | 150'015 | 22'500 CHF | 6'001 CHF | 99.15% | 99.15% |
11.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 30'000 CHF | 7'500 CHF | 99.38% | 99.38% |
08.11.2024 | 23.05% | 0.04 CHF | 0.05 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 29'019 CHF | 7'304 CHF | 99.37% | 99.37% |
07.11.2024 | 20.54% | 0.04 CHF | 0.05 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 33'120 CHF | 8'124 CHF | 96.22% | 96.22% |