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 | 17.69% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'879 CHF | 6'176 CHF | 100.00% | 100.00% |
19.11.2024 | 23.65% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'874 CHF | 4'775 CHF | 99.99% | 99.99% |
18.11.2024 | 28.15% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 92'570 | 16'852 CHF | 4'089 CHF | 91.55% | 91.55% |
15.11.2024 | 21.35% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'127 CHF | 5'225 CHF | 85.14% | 85.14% |
14.11.2024 | 16.01% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'933 CHF | 6'787 CHF | 80.07% | 80.07% |
13.11.2024 | 13.69% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'142 CHF | 7'828 CHF | 80.62% | 80.62% |
12.11.2024 | 11.43% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 492'698 | 100'000 | 41'852 CHF | 9'523 CHF | 76.85% | 76.85% |
11.11.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'581 CHF | 7'916 CHF | 66.76% | 66.76% |
08.11.2024 | 16.62% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 27'788 CHF | 6'558 CHF | 40.88% | 40.88% |
07.11.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 97'154 | 36'887 CHF | 8'150 CHF | 90.39% | 90.39% |