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 | 18.45% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'669 CHF | 4'450 CHF | 100.00% | 100.00% |
19.11.2024 | 21.77% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'559 CHF | 3'834 CHF | 100.00% | 100.00% |
18.11.2024 | 22.20% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 69'486 | 21'637 CHF | 3'719 CHF | 100.00% | 100.00% |
15.11.2024 | 18.37% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'769 CHF | 4'465 CHF | 100.00% | 100.00% |
14.11.2024 | 15.55% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'706 CHF | 5'206 CHF | 99.27% | 99.27% |
13.11.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 74'437 | 32'855 CHF | 5'642 CHF | 99.40% | 99.40% |
12.11.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 492'807 | 75'000 | 496'095 | 75'000 | 35'168 CHF | 6'070 CHF | 100.00% | 100.00% |
11.11.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 455'425 | 75'000 | 455'307 | 75'000 | 36'627 CHF | 6'783 CHF | 100.00% | 100.00% |
08.11.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 455'060 | 75'000 | 454'420 | 75'000 | 37'209 CHF | 6'890 CHF | 100.00% | 100.00% |
07.11.2024 | 10.25% | 0.09 CHF | 0.10 CHF | 413'468 | 75'000 | 416'984 | 73'704 | 40'327 CHF | 7'906 CHF | 99.23% | 99.23% |