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 | 44.96% | 0.03 CHF | 0.05 CHF | 250'089 | 50'000 | 192'111 | 50'000 | 6'784 CHF | 2'797 CHF | 100.00% | 100.00% |
19.11.2024 | 23.89% | 0.03 CHF | 0.04 CHF | 217'440 | 50'000 | 197'258 | 50'000 | 7'366 CHF | 2'387 CHF | 99.98% | 99.98% |
18.11.2024 | 18.04% | 0.04 CHF | 0.05 CHF | 201'166 | 50'000 | 161'854 | 44'486 | 9'829 CHF | 3'214 CHF | 100.00% | 100.00% |
15.11.2024 | 9.14% | 0.08 CHF | 0.09 CHF | 138'113 | 50'000 | 116'598 | 50'000 | 12'218 CHF | 5'769 CHF | 99.99% | 99.99% |
14.11.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 98'932 | 50'000 | 101'059 | 50'000 | 14'589 CHF | 7'720 CHF | 99.52% | 99.52% |
13.11.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 108'750 | 50'000 | 103'482 | 49'704 | 13'897 CHF | 7'193 CHF | 99.32% | 99.32% |
12.11.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 109'571 | 50'000 | 105'895 | 50'000 | 13'798 CHF | 7'047 CHF | 100.00% | 100.00% |
11.11.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 106'445 | 50'000 | 103'347 | 50'000 | 14'837 CHF | 7'689 CHF | 100.00% | 100.00% |
08.11.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 100'400 | 50'000 | 101'208 | 50'000 | 15'091 CHF | 7'956 CHF | 100.00% | 100.00% |
07.11.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 99'561 | 50'000 | 98'523 | 48'471 | 15'345 CHF | 8'043 CHF | 84.07% | 84.07% |