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 | 500'000 | 25'000 | 500'000 | 25'000 | 10'000 CHF | 750 CHF | 96.64% | 96.64% |
19.11.2024 | 39.45% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'239 CHF | 762 CHF | 99.68% | 99.68% |
18.11.2024 | 31.39% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 14'399 CHF | 939 CHF | 100.00% | 100.00% |
15.11.2024 | 28.21% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'284 CHF | 1'014 CHF | 100.00% | 100.00% |
14.11.2024 | 23.42% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'059 CHF | 1'203 CHF | 93.90% | 93.90% |
13.11.2024 | 23.99% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 24'963 | 18'612 CHF | 1'179 CHF | 96.70% | 96.70% |
12.11.2024 | 20.91% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 21'627 CHF | 1'331 CHF | 99.63% | 99.63% |
11.11.2024 | 15.98% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 28'929 CHF | 1'696 CHF | 100.00% | 100.00% |
08.11.2024 | 18.67% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'391 CHF | 1'470 CHF | 100.00% | 100.00% |
07.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 24'892 | 25'000 CHF | 1'494 CHF | 95.98% | 95.98% |