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 | 22.04% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'327 CHF | 3'987 CHF | 100.00% | 100.00% |
19.11.2024 | 22.99% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'567 CHF | 3'693 CHF | 97.59% | 97.59% |
18.11.2024 | 27.04% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 406'206 | 63'965 | 15'933 CHF | 3'232 CHF | 99.94% | 99.94% |
15.11.2024 | 14.24% | 0.05 CHF | 0.06 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 11'358 CHF | 4'352 CHF | 78.43% | 78.43% |
14.11.2024 | 9.81% | 0.11 CHF | 0.12 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 15'945 CHF | 5'862 CHF | 99.44% | 99.44% |
13.11.2024 | 11.12% | 0.11 CHF | 0.12 CHF | 150'000 | 50'000 | 149'455 | 49'818 | 14'801 CHF | 5'510 CHF | 98.88% | 98.88% |
12.11.2024 | 9.43% | 0.11 CHF | 0.12 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 16'661 CHF | 6'101 CHF | 87.66% | 87.66% |
11.11.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 16'137 CHF | 5'915 CHF | 98.45% | 98.45% |
08.11.2024 | 10.66% | 0.10 CHF | 0.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 14'876 CHF | 5'516 CHF | 100.00% | 100.00% |
07.11.2024 | 11.40% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 476'759 | 72'384 | 45'600 CHF | 7'708 CHF | 98.36% | 98.36% |