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 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 227'935 | 22'500 CHF | 9'117 CHF | 99.38% | 99.38% |
19.11.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 750'000 | 200'000 | 750'000 | 230'942 | 22'422 CHF | 9'212 CHF | 99.38% | 99.38% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 22'500 CHF | 8'000 CHF | 99.37% | 99.37% |
15.11.2024 | 24.03% | 0.03 CHF | 0.04 CHF | 750'000 | 200'000 | 750'000 | 199'996 | 27'861 CHF | 9'430 CHF | 99.36% | 99.36% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750'000 | 150'000 | 750'000 | 198'923 | 30'000 CHF | 9'946 CHF | 99.38% | 99.38% |
13.11.2024 | 23.02% | 0.04 CHF | 0.05 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 29'056 CHF | 9'748 CHF | 99.38% | 99.38% |
12.11.2024 | 22.77% | 0.04 CHF | 0.05 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 29'349 CHF | 9'826 CHF | 99.15% | 99.15% |
11.11.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 750'000 | 200'000 | 750'000 | 168'225 | 30'181 CHF | 8'447 CHF | 99.38% | 99.38% |
08.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750'000 | 150'000 | 750'000 | 190'343 | 30'000 CHF | 9'517 CHF | 99.38% | 99.38% |
07.11.2024 | 18.53% | 0.05 CHF | 0.06 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 36'852 CHF | 8'870 CHF | 96.22% | 96.22% |