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 | 21.42% | 0.06 CHF | 0.07 CHF | 491'940 | 50'000 | 497'935 | 50'000 | 27'552 CHF | 3'422 CHF | 100.00% | 100.00% |
19.11.2024 | 24.66% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'256 CHF | 2'968 CHF | 99.40% | 99.40% |
18.11.2024 | 39.07% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 43'384 | 19'496 CHF | 2'501 CHF | 100.00% | 100.00% |
15.11.2024 | 27.09% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 495'797 | 50'000 | 22'890 CHF | 3'045 CHF | 100.00% | 100.00% |
14.11.2024 | 22.24% | 0.06 CHF | 0.07 CHF | 481'579 | 50'000 | 483'439 | 50'000 | 26'637 CHF | 3'442 CHF | 99.52% | 99.52% |
13.11.2024 | 20.00% | 0.06 CHF | 0.07 CHF | 479'244 | 50'000 | 432'988 | 49'383 | 26'755 CHF | 3'731 CHF | 99.32% | 99.32% |
12.11.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 388'901 | 50'000 | 370'626 | 50'000 | 28'833 CHF | 4'474 CHF | 100.00% | 100.00% |
11.11.2024 | 17.73% | 0.08 CHF | 0.09 CHF | 388'174 | 50'000 | 385'187 | 50'000 | 28'909 CHF | 4'477 CHF | 100.00% | 100.00% |
08.11.2024 | 20.04% | 0.08 CHF | 0.09 CHF | 385'036 | 50'000 | 390'240 | 50'000 | 27'757 CHF | 4'353 CHF | 100.00% | 100.00% |
07.11.2024 | 22.02% | 0.07 CHF | 0.08 CHF | 419'288 | 50'000 | 433'055 | 48'444 | 26'831 CHF | 3'730 CHF | 99.13% | 99.13% |