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 | 28.50% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 7'472 | 19'592 CHF | 407 CHF | 99.56% | 99.56% |
19.11.2024 | 36.27% | 0.04 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'471 | 17'471 CHF | 374 CHF | 99.57% | 99.57% |
18.11.2024 | 70.64% | 0.02 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'513 | 12'110 CHF | 376 CHF | 98.45% | 98.45% |
15.11.2024 | 80.87% | 0.02 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'473 | 10'678 CHF | 374 CHF | 99.59% | 99.59% |
14.11.2024 | 90.92% | 0.03 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'472 | 9'639 CHF | 374 CHF | 99.59% | 99.59% |
13.11.2024 | 33.59% | 0.02 CHF | 0.05 CHF | 500'000 | 20'000 | 496'261 | 7'598 | 17'985 CHF | 380 CHF | 95.42% | 95.42% |
12.11.2024 | 59.60% | 0.03 CHF | 0.05 CHF | 500'000 | 20'000 | 499'998 | 7'477 | 13'656 CHF | 374 CHF | 99.45% | 99.45% |
11.11.2024 | 14.71% | 0.04 CHF | 0.05 CHF | 500'000 | 20'000 | 499'999 | 7'516 | 33'342 CHF | 500 CHF | 98.36% | 98.36% |
08.11.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 500'000 | 20'000 | 500'000 | 7'474 | 44'481 CHF | 745 CHF | 99.57% | 99.57% |
07.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 50'000 CHF | 2'200 CHF | 0.09% | 0.09% |