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 | 36.10% | 0.04 CHF | 0.06 CHF | 342'056 | 50'000 | 289'441 | 50'000 | 12'867 CHF | 3'222 CHF | 100.00% | 100.00% |
19.11.2024 | 15.77% | 0.06 CHF | 0.07 CHF | 280'510 | 50'000 | 273'824 | 50'000 | 16'084 CHF | 3'445 CHF | 99.99% | 99.99% |
18.11.2024 | 21.05% | 0.06 CHF | 0.07 CHF | 269'723 | 50'000 | 290'646 | 44'487 | 14'638 CHF | 2'760 CHF | 100.00% | 100.00% |
15.11.2024 | 21.80% | 0.05 CHF | 0.06 CHF | 318'944 | 50'000 | 332'195 | 50'000 | 13'684 CHF | 2'566 CHF | 97.60% | 97.60% |
14.11.2024 | 19.04% | 0.05 CHF | 0.06 CHF | 317'780 | 50'000 | 326'207 | 50'000 | 15'568 CHF | 2'899 CHF | 96.15% | 96.15% |
13.11.2024 | 34.78% | 0.02 CHF | 0.03 CHF | 464'098 | 50'000 | 472'567 | 49'711 | 11'888 CHF | 1'753 CHF | 99.36% | 99.36% |
12.11.2024 | 27.75% | 0.03 CHF | 0.04 CHF | 386'355 | 50'000 | 419'504 | 50'000 | 13'105 CHF | 2'068 CHF | 98.02% | 98.02% |
11.11.2024 | 12.39% | 0.05 CHF | 0.06 CHF | 283'639 | 50'000 | 232'062 | 50'000 | 18'079 CHF | 4'520 CHF | 99.48% | 99.48% |
08.11.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 205'702 | 50'000 | 195'859 | 50'000 | 21'971 CHF | 6'134 CHF | 96.57% | 96.57% |
07.11.2024 | 8.25% | 0.12 CHF | 0.13 CHF | 196'080 | 50'000 | 198'254 | 48'669 | 24'457 CHF | 6'545 CHF | 96.52% | 96.52% |