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 | 34.66% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'850 CHF | 3'513 CHF | 92.81% | 92.81% |
19.11.2024 | 20.55% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'604 CHF | 2'895 CHF | 99.53% | 99.53% |
18.11.2024 | 21.23% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 44'487 | 28'362 CHF | 3'104 CHF | 100.00% | 100.00% |
15.11.2024 | 18.26% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'981 CHF | 3'112 CHF | 92.47% | 92.47% |
14.11.2024 | 16.42% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'836 CHF | 3'518 CHF | 98.20% | 98.20% |
13.11.2024 | 16.51% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 49'700 | 29'556 CHF | 3'460 CHF | 98.35% | 98.35% |
12.11.2024 | 13.01% | 0.07 CHF | 0.08 CHF | 494'375 | 50'000 | 463'167 | 50'000 | 37'183 CHF | 4'582 CHF | 97.69% | 97.69% |
11.11.2024 | 10.58% | 0.10 CHF | 0.11 CHF | 393'303 | 50'000 | 393'488 | 50'000 | 39'971 CHF | 5'648 CHF | 100.00% | 100.00% |
08.11.2024 | 13.56% | 0.08 CHF | 0.09 CHF | 456'034 | 50'000 | 471'860 | 50'000 | 36'463 CHF | 4'431 CHF | 96.30% | 96.30% |
07.11.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 492'169 | 50'000 | 458'867 | 48'588 | 38'270 CHF | 4'618 CHF | 91.03% | 91.03% |