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 | 59.21% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 471'801 | 75'000 | 9'709 CHF | 2'831 CHF | 100.00% | 100.00% |
19.11.2024 | 48.16% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'470 CHF | 2'020 CHF | 100.00% | 100.00% |
18.11.2024 | 42.16% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 497'998 | 63'973 | 11'233 CHF | 2'132 CHF | 100.00% | 100.00% |
15.11.2024 | 33.43% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'876 CHF | 2'681 CHF | 100.00% | 100.00% |
14.11.2024 | 40.09% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'985 CHF | 2'248 CHF | 99.52% | 99.52% |
13.11.2024 | 45.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'138 | 9'580 CHF | 2'170 CHF | 98.35% | 98.35% |
12.11.2024 | 23.22% | 0.03 CHF | 0.04 CHF | 460'374 | 75'000 | 458'677 | 75'000 | 17'623 CHF | 3'632 CHF | 99.90% | 99.90% |
11.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 315'513 | 75'000 | 324'013 | 75'000 | 19'445 CHF | 5'251 CHF | 100.00% | 100.00% |
08.11.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 353'250 | 75'000 | 345'345 | 75'000 | 20'596 CHF | 5'223 CHF | 100.00% | 100.00% |
07.11.2024 | 13.31% | 0.08 CHF | 0.09 CHF | 294'741 | 75'000 | 309'189 | 72'408 | 22'643 CHF | 6'122 CHF | 99.13% | 99.13% |