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 | 22.38% | 0.04 CHF | 0.05 CHF | 495'561 | 50'000 | 496'923 | 50'000 | 19'753 CHF | 2'488 CHF | 100.00% | 100.00% |
20.11.2024 | 20.28% | 0.04 CHF | 0.05 CHF | 405'842 | 50'000 | 418'136 | 50'000 | 18'808 CHF | 2'740 CHF | 100.00% | 100.00% |
19.11.2024 | 21.96% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 485'846 | 50'000 | 19'738 CHF | 2'539 CHF | 100.00% | 100.00% |
18.11.2024 | 22.60% | 0.05 CHF | 0.06 CHF | 432'217 | 50'000 | 409'874 | 44'486 | 19'572 CHF | 2'627 CHF | 100.00% | 100.00% |
15.11.2024 | 15.06% | 0.06 CHF | 0.07 CHF | 323'291 | 50'000 | 321'807 | 50'000 | 19'820 CHF | 3'579 CHF | 100.00% | 100.00% |
14.11.2024 | 11.27% | 0.08 CHF | 0.09 CHF | 263'925 | 50'000 | 264'530 | 50'000 | 22'232 CHF | 4'699 CHF | 99.27% | 99.27% |
13.11.2024 | 12.35% | 0.08 CHF | 0.10 CHF | 260'325 | 50'000 | 256'712 | 49'694 | 21'616 CHF | 4'738 CHF | 98.49% | 98.49% |
12.11.2024 | 11.18% | 0.08 CHF | 0.10 CHF | 263'388 | 50'000 | 263'232 | 50'000 | 22'692 CHF | 4'817 CHF | 100.00% | 100.00% |
11.11.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 246'294 | 50'000 | 247'115 | 50'000 | 24'376 CHF | 5'434 CHF | 100.00% | 100.00% |
08.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 262'849 | 50'000 | 262'427 | 50'000 | 22'895 CHF | 4'861 CHF | 100.00% | 100.00% |