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 | 33.72% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'324 CHF | 3'000 CHF | 100.00% | 100.00% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 99.40% | 99.40% |
18.11.2024 | 35.32% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 63'974 | 14'732 CHF | 2'618 CHF | 100.00% | 100.00% |
15.11.2024 | 48.08% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'123 CHF | 3'707 CHF | 99.99% | 99.99% |
14.11.2024 | 31.49% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'102 CHF | 99.52% | 99.52% |
13.11.2024 | 29.48% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 74'138 | 14'940 CHF | 2'974 CHF | 98.34% | 98.34% |
12.11.2024 | 39.16% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 16'176 CHF | 3'599 CHF | 100.00% | 100.00% |
11.11.2024 | 24.18% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 3'833 CHF | 100.00% | 100.00% |
08.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 3'750 CHF | 100.00% | 100.00% |
07.11.2024 | 26.98% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 72'408 | 22'819 CHF | 4'307 CHF | 99.13% | 99.13% |