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 | 16.79% | 0.05 CHF | 0.06 CHF | 425'000 | 425'000 | 379'508 | 379'509 | 20'700 CHF | 24'495 CHF | 99.97% | 99.97% |
19.11.2024 | 19.61% | 0.05 CHF | 0.06 CHF | 425'000 | 425'000 | 464'409 | 292'784 | 21'367 CHF | 16'555 CHF | 99.77% | 99.77% |
18.11.2024 | 19.59% | 0.05 CHF | 0.06 CHF | 475'000 | 250'000 | 478'723 | 286'405 | 22'062 CHF | 16'196 CHF | 99.89% | 99.89% |
15.11.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 475'000 | 250'000 | 492'911 | 299'162 | 22'223 CHF | 16'775 CHF | 100.00% | 100.00% |
14.11.2024 | 21.56% | 0.05 CHF | 0.06 CHF | 475'000 | 250'000 | 572'268 | 254'527 | 23'664 CHF | 13'136 CHF | 99.58% | 99.58% |
13.11.2024 | 21.75% | 0.04 CHF | 0.05 CHF | 700'000 | 250'000 | 600'404 | 250'000 | 24'561 CHF | 12'777 CHF | 99.94% | 99.94% |
12.11.2024 | 18.07% | 0.05 CHF | 0.06 CHF | 475'000 | 250'000 | 420'354 | 388'235 | 21'170 CHF | 23'606 CHF | 99.76% | 99.76% |
11.11.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 301'963 | 301'963 | 19'651 CHF | 22'671 CHF | 99.81% | 99.81% |
08.11.2024 | 14.44% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 316'754 | 316'754 | 20'356 CHF | 23'523 CHF | 99.83% | 99.83% |
07.11.2024 | 13.03% | 0.08 CHF | 0.09 CHF | 250'000 | 250'000 | 275'620 | 275'620 | 19'757 CHF | 22'513 CHF | 99.88% | 99.88% |