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 | 19.28% | 0.04 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 23'655 CHF | 1'146 CHF | 100.00% | 100.00% |
19.11.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 22'687 CHF | 1'107 CHF | 97.46% | 97.46% |
18.11.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 17'243 | 23'525 CHF | 981 CHF | 100.00% | 100.00% |
15.11.2024 | 17.46% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 26'296 CHF | 1'252 CHF | 100.00% | 100.00% |
14.11.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 29'078 CHF | 1'363 CHF | 99.44% | 99.44% |
13.11.2024 | 17.86% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 19'804 | 25'667 CHF | 1'215 CHF | 98.88% | 98.88% |
12.11.2024 | 15.80% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 29'303 CHF | 1'372 CHF | 100.00% | 100.00% |
11.11.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 485'346 | 20'000 | 491'420 | 20'000 | 33'089 CHF | 1'548 CHF | 99.79% | 99.79% |
08.11.2024 | 14.64% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 31'883 CHF | 1'475 CHF | 93.99% | 93.99% |
07.11.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 464'530 | 20'000 | 468'819 | 19'343 | 33'680 CHF | 1'589 CHF | 97.91% | 97.91% |