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 | 21.46% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'311 CHF | 3'766 CHF | 100.00% | 100.00% |
19.11.2024 | 25.66% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 26'251 CHF | 3'395 CHF | 99.40% | 99.40% |
18.11.2024 | 23.93% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 43'384 | 24'419 CHF | 2'647 CHF | 100.00% | 100.00% |
15.11.2024 | 19.83% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 27'440 CHF | 3'331 CHF | 100.00% | 100.00% |
14.11.2024 | 20.17% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'108 CHF | 3'694 CHF | 99.52% | 99.52% |
13.11.2024 | 16.26% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 470'839 | 49'383 | 32'276 CHF | 3'981 CHF | 99.32% | 99.32% |
12.11.2024 | 16.39% | 0.07 CHF | 0.09 CHF | 451'608 | 50'000 | 417'967 | 50'000 | 34'481 CHF | 4'862 CHF | 100.00% | 100.00% |
11.11.2024 | 12.30% | 0.08 CHF | 0.09 CHF | 420'365 | 50'000 | 424'301 | 50'000 | 33'944 CHF | 4'526 CHF | 100.00% | 100.00% |
08.11.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 420'825 | 50'000 | 439'694 | 50'000 | 35'111 CHF | 4'500 CHF | 100.00% | 100.00% |
07.11.2024 | 16.66% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 497'117 | 48'444 | 33'905 CHF | 3'886 CHF | 99.13% | 99.13% |