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 | 25.78% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'360 CHF | 5'000 CHF | 100.00% | 100.00% |
19.11.2024 | 38.86% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 496'842 | 100'000 | 18'941 CHF | 5'611 CHF | 100.00% | 100.00% |
18.11.2024 | 40.42% | 0.04 CHF | 0.06 CHF | 496'064 | 100'000 | 479'163 | 88'973 | 19'024 CHF | 5'266 CHF | 100.00% | 100.00% |
15.11.2024 | 27.17% | 0.04 CHF | 0.05 CHF | 497'402 | 100'000 | 493'156 | 100'000 | 21'138 CHF | 5'640 CHF | 99.99% | 99.99% |
14.11.2024 | 27.56% | 0.05 CHF | 0.07 CHF | 468'875 | 100'000 | 484'245 | 100'000 | 23'299 CHF | 6'356 CHF | 99.52% | 99.52% |
13.11.2024 | 25.32% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 459'588 | 99'147 | 23'356 CHF | 6'511 CHF | 99.32% | 99.32% |
12.11.2024 | 17.99% | 0.05 CHF | 0.07 CHF | 444'511 | 100'000 | 431'145 | 100'000 | 25'261 CHF | 7'011 CHF | 100.00% | 100.00% |
11.11.2024 | 25.55% | 0.06 CHF | 0.08 CHF | 392'461 | 100'000 | 397'121 | 100'000 | 24'617 CHF | 8'000 CHF | 100.00% | 100.00% |
08.11.2024 | 26.60% | 0.06 CHF | 0.08 CHF | 418'073 | 100'000 | 419'183 | 100'000 | 25'151 CHF | 7'850 CHF | 100.00% | 100.00% |
07.11.2024 | 17.98% | 0.07 CHF | 0.08 CHF | 394'508 | 100'000 | 402'902 | 97'408 | 26'932 CHF | 7'773 CHF | 99.13% | 99.13% |