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 | 30.58% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'470 CHF | 100.00% | 100.00% |
19.11.2024 | 33.15% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'325 CHF | 5'672 CHF | 100.00% | 100.00% |
18.11.2024 | 42.02% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 88'973 | 19'729 CHF | 5'324 CHF | 100.00% | 100.00% |
15.11.2024 | 26.49% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'912 CHF | 5'710 CHF | 99.99% | 99.99% |
14.11.2024 | 24.97% | 0.05 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'333 CHF | 6'256 CHF | 99.52% | 99.52% |
13.11.2024 | 25.99% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 99'147 | 24'941 CHF | 6'439 CHF | 99.32% | 99.32% |
12.11.2024 | 23.74% | 0.05 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 27'672 CHF | 7'000 CHF | 100.00% | 100.00% |
11.11.2024 | 18.94% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'270 CHF | 100.00% | 100.00% |
08.11.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'964 CHF | 7'000 CHF | 100.00% | 100.00% |
07.11.2024 | 26.46% | 0.06 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 97'408 | 29'741 CHF | 7'563 CHF | 99.13% | 99.13% |