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 | 94.92% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'424 CHF | 3'000 CHF | 100.00% | 100.00% |
19.11.2024 | 60.52% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'290 CHF | 3'000 CHF | 100.00% | 100.00% |
18.11.2024 | 104.15% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 426'414 | 89'488 | 4'264 CHF | 2'788 CHF | 98.70% | 100.00% |
15.11.2024 | 66.76% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'770 CHF | 3'000 CHF | 99.99% | 99.99% |
14.11.2024 | 45.32% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'199 CHF | 99.52% | 99.52% |
13.11.2024 | 53.93% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 495'859 | 99'147 | 9'899 CHF | 3'464 CHF | 99.32% | 99.32% |
12.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 4'000 CHF | 100.00% | 100.00% |
11.11.2024 | 44.00% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 12'975 CHF | 4'000 CHF | 100.00% | 100.00% |
08.11.2024 | 64.24% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'318 CHF | 4'000 CHF | 100.00% | 100.00% |
07.11.2024 | 38.37% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 481'855 | 97'408 | 13'480 CHF | 3'922 CHF | 99.13% | 99.13% |