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 | 39.28% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'263 CHF | 2'085 CHF | 72.58% | 72.58% |
19.11.2024 | 34.35% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'241 CHF | 2'000 CHF | 95.59% | 95.59% |
18.11.2024 | 36.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 44'465 | 14'900 CHF | 1'874 CHF | 99.64% | 99.64% |
15.11.2024 | 29.14% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 499'231 | 50'000 | 19'737 CHF | 2'652 CHF | 99.59% | 99.59% |
14.11.2024 | 22.31% | 0.06 CHF | 0.07 CHF | 442'631 | 50'000 | 419'360 | 50'000 | 24'758 CHF | 3'700 CHF | 99.44% | 99.44% |
13.11.2024 | 24.27% | 0.06 CHF | 0.08 CHF | 420'073 | 50'000 | 404'205 | 49'557 | 25'079 CHF | 3'921 CHF | 98.88% | 98.88% |
12.11.2024 | 14.64% | 0.07 CHF | 0.09 CHF | 358'930 | 50'000 | 335'844 | 50'000 | 26'993 CHF | 4'658 CHF | 100.00% | 100.00% |
11.11.2024 | 12.97% | 0.09 CHF | 0.10 CHF | 317'062 | 50'000 | 306'669 | 50'000 | 28'948 CHF | 5'378 CHF | 100.00% | 100.00% |
08.11.2024 | 17.40% | 0.08 CHF | 0.10 CHF | 320'394 | 50'000 | 324'874 | 50'000 | 26'623 CHF | 4'884 CHF | 100.00% | 100.00% |
07.11.2024 | 17.11% | 0.08 CHF | 0.10 CHF | 321'119 | 50'000 | 331'688 | 48'703 | 27'423 CHF | 4'783 CHF | 99.06% | 99.06% |