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 | 59.60% | 0.05 CHF | 0.10 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 356 CHF | 660 CHF | 99.64% | 99.64% |
19.11.2024 | 59.71% | 0.07 CHF | 0.12 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 369 CHF | 673 CHF | 99.64% | 99.64% |
18.11.2024 | 72.43% | 0.07 CHF | 0.12 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 294 CHF | 599 CHF | 99.64% | 99.64% |
15.11.2024 | 13.70% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 60'505 | 34'104 CHF | 4'662 CHF | 98.73% | 98.73% |
14.11.2024 | 14.96% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 60'865 | 31'046 CHF | 4'470 CHF | 99.64% | 99.64% |
13.11.2024 | 16.31% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 496'109 | 61'565 | 28'968 CHF | 4'210 CHF | 90.84% | 90.84% |
12.11.2024 | 15.13% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 66'696 | 30'617 CHF | 4'764 CHF | 64.85% | 64.85% |
11.11.2024 | 12.44% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 60'458 | 38'322 CHF | 5'061 CHF | 97.27% | 97.27% |
08.11.2024 | 10.57% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 60'866 | 44'870 CHF | 6'050 CHF | 99.64% | 99.64% |
07.11.2024 | 13.49% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 60'872 | 34'884 CHF | 4'969 CHF | 99.58% | 99.58% |