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 | 16.62% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 27'794 CHF | 3'279 CHF | 100.00% | 100.00% |
19.11.2024 | 16.87% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 27'346 CHF | 3'235 CHF | 99.87% | 99.87% |
18.11.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 42'760 | 33'792 CHF | 3'296 CHF | 91.40% | 91.40% |
15.11.2024 | 12.10% | 0.08 CHF | 0.09 CHF | 497'772 | 50'000 | 499'449 | 50'000 | 38'905 CHF | 4'394 CHF | 100.00% | 100.00% |
14.11.2024 | 14.81% | 0.08 CHF | 0.09 CHF | 492'290 | 50'000 | 499'411 | 50'000 | 32'011 CHF | 3'706 CHF | 81.16% | 81.16% |
13.11.2024 | 15.14% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 49'482 | 30'597 CHF | 3'523 CHF | 91.94% | 91.94% |
12.11.2024 | 13.51% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 34'575 CHF | 3'958 CHF | 98.14% | 98.14% |
11.11.2024 | 9.22% | 0.09 CHF | 0.10 CHF | 424'041 | 50'000 | 394'346 | 50'000 | 40'907 CHF | 5'696 CHF | 98.13% | 98.13% |
08.11.2024 | 9.00% | 0.10 CHF | 0.11 CHF | 427'219 | 25'000 | 393'005 | 25'000 | 41'735 CHF | 2'913 CHF | 94.59% | 94.59% |
07.11.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 305'440 | 25'000 | 290'816 | 24'784 | 48'910 CHF | 4'421 CHF | 85.71% | 85.71% |