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 | 40.68% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 16'619 CHF | 4'989 CHF | 100.00% | 100.00% |
19.11.2024 | 26.28% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 498'062 | 99'785 | 19'658 CHF | 5'133 CHF | 100.00% | 100.00% |
18.11.2024 | 41.28% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 88'971 | 19'070 CHF | 5'102 CHF | 100.00% | 100.00% |
15.11.2024 | 24.83% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 480'619 | 100'000 | 22'797 CHF | 6'082 CHF | 100.00% | 100.00% |
14.11.2024 | 32.24% | 0.05 CHF | 0.07 CHF | 439'357 | 100'000 | 444'345 | 100'000 | 22'489 CHF | 7'000 CHF | 99.27% | 99.27% |
13.11.2024 | 33.97% | 0.05 CHF | 0.07 CHF | 443'230 | 100'000 | 494'134 | 99'134 | 21'434 CHF | 6'039 CHF | 99.40% | 99.40% |
12.11.2024 | 28.01% | 0.05 CHF | 0.06 CHF | 473'377 | 100'000 | 430'209 | 100'000 | 25'093 CHF | 7'743 CHF | 100.00% | 100.00% |
11.11.2024 | 27.82% | 0.07 CHF | 0.08 CHF | 398'206 | 100'000 | 429'058 | 100'000 | 25'413 CHF | 7'844 CHF | 100.00% | 100.00% |
08.11.2024 | 24.52% | 0.06 CHF | 0.07 CHF | 425'447 | 100'000 | 413'053 | 100'000 | 24'783 CHF | 7'693 CHF | 99.95% | 99.95% |
07.11.2024 | 20.35% | 0.07 CHF | 0.09 CHF | 364'748 | 100'000 | 360'660 | 97'491 | 27'110 CHF | 8'962 CHF | 99.05% | 99.05% |