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 | 25.15% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'558 CHF | 6'673 CHF | 100.00% | 100.00% |
19.11.2024 | 27.55% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'970 CHF | 6'125 CHF | 100.00% | 100.00% |
18.11.2024 | 34.12% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 63'928 | 29'636 CHF | 5'254 CHF | 99.60% | 99.60% |
15.11.2024 | 26.62% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'263 CHF | 6'514 CHF | 100.00% | 100.00% |
14.11.2024 | 25.59% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'173 CHF | 6'626 CHF | 99.44% | 99.44% |
13.11.2024 | 27.24% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 74'373 | 32'309 CHF | 6'309 CHF | 98.88% | 98.88% |
12.11.2024 | 25.00% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'095 CHF | 6'768 CHF | 100.00% | 100.00% |
11.11.2024 | 22.22% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'000 CHF | 7'500 CHF | 100.00% | 100.00% |
08.11.2024 | 22.24% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 39'993 CHF | 7'500 CHF | 100.00% | 100.00% |
07.11.2024 | 23.67% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 72'402 | 41'498 CHF | 7'589 CHF | 99.06% | 99.06% |