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 | 16.50% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 28'007 CHF | 4'951 CHF | 100.00% | 100.00% |
19.11.2024 | 16.56% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 27'936 CHF | 4'940 CHF | 99.92% | 99.92% |
18.11.2024 | 16.92% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 71'308 | 29'924 CHF | 5'032 CHF | 91.45% | 91.45% |
15.11.2024 | 12.98% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 36'131 CHF | 6'170 CHF | 100.00% | 100.00% |
14.11.2024 | 13.76% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'184 CHF | 5'878 CHF | 96.08% | 96.08% |
13.11.2024 | 15.98% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 74'351 | 28'938 CHF | 5'045 CHF | 84.33% | 84.33% |
12.11.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'506 CHF | 5'926 CHF | 88.09% | 88.09% |
11.11.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 469'118 | 72'496 | 29'018 CHF | 5'230 CHF | 74.49% | 74.49% |
08.11.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 27'746 CHF | 4'912 CHF | 97.61% | 97.61% |
07.11.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 73'698 | 30'476 CHF | 5'258 CHF | 98.73% | 98.73% |