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 | 45.18% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'144 CHF | 2'427 CHF | 96.88% | 96.88% |
19.11.2024 | 58.25% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'447 CHF | 2'859 CHF | 96.71% | 96.71% |
18.11.2024 | 56.45% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 12'016 CHF | 2'624 CHF | 100.00% | 100.00% |
15.11.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'235 CHF | 3'027 CHF | 83.19% | 83.19% |
14.11.2024 | 26.85% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'592 CHF | 3'219 CHF | 99.27% | 99.27% |
13.11.2024 | 24.14% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 499'381 | 49'685 | 31'059 CHF | 3'915 CHF | 95.44% | 95.44% |
12.11.2024 | 14.55% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 495'575 | 50'000 | 39'896 CHF | 4'658 CHF | 87.29% | 87.29% |
11.11.2024 | 12.07% | 0.09 CHF | 0.11 CHF | 454'868 | 50'000 | 469'969 | 50'000 | 42'297 CHF | 5'082 CHF | 99.46% | 99.46% |
08.11.2024 | 12.94% | 0.09 CHF | 0.11 CHF | 455'147 | 50'000 | 472'072 | 50'000 | 42'571 CHF | 5'138 CHF | 100.00% | 100.00% |
07.11.2024 | 19.67% | 0.09 CHF | 0.11 CHF | 474'054 | 50'000 | 460'063 | 48'746 | 41'494 CHF | 5'347 CHF | 99.05% | 99.05% |