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 | 67.63% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'522 CHF | 96.88% | 96.88% |
19.11.2024 | 75.44% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'697 CHF | 96.71% | 96.71% |
18.11.2024 | 96.44% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 5'025 CHF | 1'802 CHF | 100.00% | 100.00% |
15.11.2024 | 34.02% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'225 CHF | 1'991 CHF | 83.19% | 83.19% |
14.11.2024 | 39.15% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'611 CHF | 2'000 CHF | 99.27% | 99.27% |
13.11.2024 | 40.05% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 49'685 | 16'761 CHF | 2'492 CHF | 95.44% | 95.44% |
12.11.2024 | 36.19% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'877 CHF | 3'001 CHF | 87.29% | 87.29% |
11.11.2024 | 23.16% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'164 CHF | 99.46% | 99.46% |
08.11.2024 | 28.77% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'349 CHF | 100.00% | 100.00% |
07.11.2024 | 33.72% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 48'746 | 24'971 CHF | 3'411 CHF | 99.05% | 99.05% |