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 | 34.13% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 30'432 | 33'645 CHF | 2'822 CHF | 99.67% | 99.67% |
19.11.2024 | 35.20% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 30'432 | 32'636 CHF | 2'799 CHF | 99.68% | 99.68% |
18.11.2024 | 39.95% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 30'443 | 28'861 CHF | 2'664 CHF | 99.48% | 99.48% |
15.11.2024 | 37.51% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 30'432 | 30'017 CHF | 2'633 CHF | 99.67% | 99.67% |
14.11.2024 | 27.06% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 30'426 | 44'316 CHF | 3'485 CHF | 99.64% | 99.64% |
13.11.2024 | 22.28% | 0.10 CHF | 0.12 CHF | 500'000 | 50'000 | 448'976 | 30'387 | 50'157 CHF | 4'199 CHF | 97.52% | 97.52% |
12.11.2024 | 17.48% | 0.13 CHF | 0.15 CHF | 390'000 | 50'000 | 350'167 | 30'453 | 50'736 CHF | 5'224 CHF | 99.29% | 99.29% |
11.11.2024 | 16.03% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 320'465 | 30'432 | 50'969 CHF | 5'649 CHF | 99.67% | 99.67% |
08.11.2024 | 13.37% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 261'702 | 30'432 | 50'713 CHF | 6'719 CHF | 99.67% | 99.67% |
07.11.2024 | 15.61% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 309'127 | 30'432 | 51'097 CHF | 5'972 CHF | 99.67% | 99.67% |