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 | 38.51% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'924 CHF | 1'473 CHF | 96.48% | 96.48% |
19.11.2024 | 14.70% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 468'472 | 25'000 | 29'923 CHF | 1'854 CHF | 100.00% | 100.00% |
18.11.2024 | 21.55% | 0.08 CHF | 0.09 CHF | 393'709 | 25'000 | 486'368 | 21'692 | 24'906 CHF | 1'372 CHF | 100.00% | 100.00% |
15.11.2024 | 22.94% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 322'325 | 20'444 | 16'425 CHF | 1'295 CHF | 100.00% | 100.00% |
14.11.2024 | 13.63% | 0.08 CHF | 0.09 CHF | 449'500 | 25'000 | 481'141 | 25'000 | 33'105 CHF | 1'976 CHF | 99.44% | 99.44% |
13.11.2024 | 16.82% | 0.11 CHF | 0.12 CHF | 345'192 | 25'000 | 471'766 | 25'000 | 27'409 CHF | 1'738 CHF | 54.88% | 54.88% |
12.11.2024 | 3.69% | 0.14 CHF | 0.16 CHF | 12'500 | 12'500 | 168'742 | 24'522 | 49'543 CHF | 7'411 CHF | 98.63% | 98.63% |
11.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 139'871 | 25'000 | 51'421 CHF | 9'447 CHF | 93.97% | 93.97% |
08.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 173'627 | 25'000 | 51'707 CHF | 7'704 CHF | 96.20% | 96.20% |
07.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 170'000 | 25'000 | 159'936 | 24'221 | 52'002 CHF | 8'145 CHF | 99.06% | 99.06% |