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 | 14.49% | 0.06 CHF | 0.07 CHF | 447'796 | 50'000 | 409'501 | 50'000 | 26'325 CHF | 3'718 CHF | 100.00% | 100.00% |
19.11.2024 | 17.20% | 0.06 CHF | 0.07 CHF | 451'819 | 50'000 | 451'235 | 50'000 | 24'140 CHF | 3'175 CHF | 100.00% | 100.00% |
18.11.2024 | 18.80% | 0.06 CHF | 0.07 CHF | 443'828 | 50'000 | 445'896 | 44'486 | 23'720 CHF | 2'824 CHF | 100.00% | 100.00% |
15.11.2024 | 16.95% | 0.06 CHF | 0.07 CHF | 447'212 | 50'000 | 464'989 | 50'000 | 25'310 CHF | 3'232 CHF | 100.00% | 100.00% |
14.11.2024 | 20.66% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'939 CHF | 2'694 CHF | 99.22% | 99.22% |
13.11.2024 | 22.85% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'448 | 19'504 CHF | 2'423 CHF | 99.36% | 99.36% |
12.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 100.00% | 100.00% |
11.11.2024 | 14.98% | 0.05 CHF | 0.06 CHF | 442'328 | 50'000 | 422'128 | 50'000 | 26'228 CHF | 3'618 CHF | 100.00% | 100.00% |
08.11.2024 | 34.86% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'059 CHF | 1'501 CHF | 96.77% | 96.77% |
07.11.2024 | 13.90% | 0.07 CHF | 0.08 CHF | 434'512 | 50'000 | 429'111 | 48'696 | 28'869 CHF | 3'759 CHF | 98.73% | 98.73% |