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 | 112.98% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'737 CHF | 1.69% | 96.88% |
19.11.2024 | 69.10% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'004 CHF | 1'556 CHF | 96.71% | 96.71% |
18.11.2024 | 79.02% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 6'190 CHF | 1'703 CHF | 100.00% | 100.00% |
15.11.2024 | 26.60% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 418'272 | 50'000 | 19'840 CHF | 3'114 CHF | 83.19% | 83.19% |
14.11.2024 | 21.72% | 0.06 CHF | 0.07 CHF | 375'585 | 50'000 | 416'454 | 50'000 | 21'803 CHF | 3'269 CHF | 99.27% | 99.27% |
13.11.2024 | 20.28% | 0.05 CHF | 0.07 CHF | 437'528 | 50'000 | 334'338 | 49'685 | 24'572 CHF | 4'612 CHF | 95.44% | 95.44% |
12.11.2024 | 13.78% | 0.10 CHF | 0.12 CHF | 269'672 | 50'000 | 264'819 | 50'000 | 28'643 CHF | 6'222 CHF | 87.29% | 87.29% |
11.11.2024 | 11.87% | 0.14 CHF | 0.15 CHF | 237'158 | 50'000 | 245'171 | 50'000 | 30'655 CHF | 7'036 CHF | 99.46% | 99.46% |
08.11.2024 | 10.13% | 0.13 CHF | 0.15 CHF | 237'470 | 50'000 | 244'610 | 50'000 | 31'554 CHF | 7'140 CHF | 100.00% | 100.00% |
07.11.2024 | 12.06% | 0.13 CHF | 0.15 CHF | 240'808 | 50'000 | 237'888 | 48'746 | 32'962 CHF | 7'623 CHF | 99.05% | 99.05% |