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 | 69.14% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'572 CHF | 3'000 CHF | 100.00% | 100.00% |
19.11.2024 | 62.81% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'360 CHF | 3'117 CHF | 100.00% | 100.00% |
18.11.2024 | 65.15% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 88'973 | 8'272 CHF | 2'779 CHF | 100.00% | 100.00% |
15.11.2024 | 69.49% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'197 CHF | 3'295 CHF | 99.99% | 99.99% |
14.11.2024 | 61.80% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'817 CHF | 99.52% | 99.52% |
13.11.2024 | 56.01% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 99'147 | 11'428 CHF | 3'972 CHF | 99.32% | 99.32% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 100.00% | 100.00% |
11.11.2024 | 49.27% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'131 CHF | 5'000 CHF | 100.00% | 100.00% |
08.11.2024 | 47.03% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'862 CHF | 100.00% | 100.00% |
07.11.2024 | 45.50% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 97'408 | 15'893 CHF | 4'874 CHF | 99.13% | 99.13% |