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 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 2.79% | 96.88% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 9.52% | 96.71% |
18.11.2024 | 67.12% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'510 CHF | 36.44% | 100.00% |
15.11.2024 | 53.12% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'590 CHF | 1'654 CHF | 83.19% | 83.19% |
14.11.2024 | 52.80% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'018 CHF | 1'743 CHF | 99.27% | 99.27% |
13.11.2024 | 42.65% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 49'685 | 15'289 CHF | 2'284 CHF | 95.44% | 95.44% |
12.11.2024 | 36.42% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'816 CHF | 3'001 CHF | 87.29% | 87.29% |
11.11.2024 | 28.71% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'004 CHF | 3'348 CHF | 99.46% | 99.46% |
08.11.2024 | 33.00% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'093 CHF | 3'500 CHF | 100.00% | 100.00% |
07.11.2024 | 19.42% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 48'746 | 29'061 CHF | 3'425 CHF | 99.05% | 99.05% |