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 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'996 CHF | 5'999 CHF | 100.00% | 100.00% |
19.11.2024 | 15.13% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'659 CHF | 5'349 CHF | 92.79% | 92.79% |
18.11.2024 | 15.83% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 63'972 | 35'097 CHF | 5'186 CHF | 100.00% | 100.00% |
15.11.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 42'081 CHF | 7'062 CHF | 100.00% | 100.00% |
14.11.2024 | 11.61% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'820 CHF | 6'873 CHF | 99.26% | 99.26% |
13.11.2024 | 14.74% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 74'106 | 32'054 CHF | 5'499 CHF | 96.42% | 96.42% |
12.11.2024 | 10.11% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 47'178 CHF | 7'827 CHF | 99.09% | 99.09% |
11.11.2024 | 9.07% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 477'880 | 75'000 | 50'332 CHF | 8'665 CHF | 100.00% | 100.00% |
08.11.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 44'946 CHF | 7'492 CHF | 99.75% | 99.75% |
07.11.2024 | 10.03% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 497'821 | 72'667 | 49'410 CHF | 7'979 CHF | 98.69% | 98.69% |