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 | 13.73% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'044 CHF | 5'857 CHF | 14.13% | 100.00% |
19.11.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'141 CHF | 5'271 CHF | 99.99% | 99.99% |
18.11.2024 | 15.91% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 63'972 | 33'326 CHF | 4'969 CHF | 100.00% | 100.00% |
15.11.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 498'872 | 74'909 | 34'885 CHF | 5'987 CHF | 100.00% | 100.00% |
14.11.2024 | 14.11% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'097 CHF | 5'715 CHF | 94.67% | 94.67% |
13.11.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 74'473 | 29'973 CHF | 5'213 CHF | 99.25% | 99.25% |
12.11.2024 | 15.75% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'341 CHF | 5'151 CHF | 98.32% | 98.32% |
11.11.2024 | 14.30% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 32'643 CHF | 5'646 CHF | 100.00% | 100.00% |
08.11.2024 | 17.18% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 381'291 | 64'968 | 26'339 CHF | 5'168 CHF | 97.48% | 97.48% |
07.11.2024 | 10.21% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 495'395 | 72'309 | 48'762 CHF | 7'904 CHF | 95.57% | 95.57% |