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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 20.12% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 22'607 CHF | 1'380 CHF | 100.00% | 100.00% |
20.11.2024 | 22.79% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'553 CHF | 1'228 CHF | 100.00% | 100.00% |
19.11.2024 | 19.29% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'702 CHF | 1'435 CHF | 100.00% | 100.00% |
18.11.2024 | 24.43% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 21'692 | 21'689 CHF | 1'183 CHF | 100.00% | 100.00% |
15.11.2024 | 28.21% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 322'325 | 20'444 | 13'363 CHF | 1'091 CHF | 100.00% | 100.00% |
14.11.2024 | 18.42% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'050 CHF | 1'503 CHF | 99.44% | 99.44% |
13.11.2024 | 25.77% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 482'496 | 24'387 | 17'948 CHF | 1'162 CHF | 97.54% | 97.54% |
12.11.2024 | 7.89% | 0.06 CHF | 0.08 CHF | 12'500 | 12'500 | 363'192 | 24'522 | 48'700 CHF | 3'516 CHF | 98.63% | 98.63% |
11.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 318'681 | 25'000 | 51'129 CHF | 4'266 CHF | 93.97% | 93.97% |
08.11.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 360'000 | 25'000 | 377'663 | 25'000 | 50'548 CHF | 3'603 CHF | 96.20% | 96.20% |