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 | 16.96% | 0.05 CHF | 0.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 32'753 CHF | 12'918 CHF | 99.38% | 99.38% |
19.11.2024 | 17.76% | 0.06 CHF | 0.07 CHF | 600'000 | 200'000 | 660'051 | 220'017 | 34'034 CHF | 13'545 CHF | 99.37% | 99.37% |
18.11.2024 | 16.56% | 0.06 CHF | 0.07 CHF | 600'000 | 200'000 | 601'107 | 200'369 | 33'533 CHF | 13'181 CHF | 99.37% | 99.37% |
15.11.2024 | 15.47% | 0.06 CHF | 0.07 CHF | 600'000 | 200'000 | 614'087 | 204'696 | 36'844 CHF | 14'328 CHF | 99.36% | 99.36% |
14.11.2024 | 20.45% | 0.05 CHF | 0.06 CHF | 600'000 | 200'000 | 734'966 | 244'989 | 32'556 CHF | 13'302 CHF | 99.38% | 99.38% |
13.11.2024 | 22.42% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 29'762 CHF | 12'421 CHF | 99.37% | 99.37% |
12.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 30'000 CHF | 12'500 CHF | 99.15% | 99.15% |
11.11.2024 | 14.57% | 0.05 CHF | 0.06 CHF | 600'000 | 200'000 | 599'966 | 200'000 | 38'570 CHF | 14'857 CHF | 99.38% | 99.38% |
08.11.2024 | 24.69% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 249'966 | 27'277 CHF | 11'591 CHF | 99.38% | 99.38% |
07.11.2024 | 14.55% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 602'610 | 200'870 | 38'605 CHF | 14'877 CHF | 98.58% | 98.58% |