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 | 80.27% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'144 CHF | 1'845 CHF | 96.88% | 96.88% |
19.11.2024 | 70.13% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 7'489 CHF | 2'250 CHF | 96.71% | 96.71% |
18.11.2024 | 63.67% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 8'721 CHF | 2'013 CHF | 100.00% | 100.00% |
15.11.2024 | 37.32% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'490 CHF | 2'847 CHF | 83.19% | 83.19% |
14.11.2024 | 28.52% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'510 CHF | 2'861 CHF | 99.27% | 99.27% |
13.11.2024 | 26.92% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 491'287 | 49'685 | 27'233 CHF | 3'591 CHF | 95.44% | 95.44% |
12.11.2024 | 22.58% | 0.07 CHF | 0.09 CHF | 459'510 | 50'000 | 464'196 | 50'000 | 33'786 CHF | 4'571 CHF | 87.29% | 87.29% |
11.11.2024 | 19.90% | 0.09 CHF | 0.11 CHF | 420'268 | 50'000 | 426'217 | 50'000 | 35'189 CHF | 5'036 CHF | 99.46% | 99.46% |
08.11.2024 | 18.08% | 0.09 CHF | 0.10 CHF | 408'701 | 50'000 | 423'037 | 50'000 | 35'615 CHF | 5'041 CHF | 100.00% | 100.00% |
07.11.2024 | 20.10% | 0.09 CHF | 0.10 CHF | 413'820 | 50'000 | 409'197 | 48'746 | 36'550 CHF | 5'318 CHF | 99.05% | 99.05% |