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 | 16.74% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'268 CHF | 3'459 CHF | 92.81% | 92.81% |
19.11.2024 | 18.40% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'007 CHF | 99.53% | 99.53% |
18.11.2024 | 21.18% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 44'487 | 27'445 CHF | 2'999 CHF | 100.00% | 100.00% |
15.11.2024 | 21.81% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'553 CHF | 2'924 CHF | 92.47% | 92.47% |
14.11.2024 | 20.50% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'077 CHF | 98.20% | 98.20% |
13.11.2024 | 19.81% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 49'700 | 25'919 CHF | 3'141 CHF | 98.35% | 98.35% |
12.11.2024 | 15.78% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 32'560 CHF | 3'811 CHF | 97.69% | 97.69% |
11.11.2024 | 12.69% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 39'589 CHF | 4'493 CHF | 100.00% | 100.00% |
08.11.2024 | 17.52% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 32'049 CHF | 3'818 CHF | 96.30% | 96.30% |
07.11.2024 | 14.97% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 48'588 | 34'053 CHF | 3'840 CHF | 91.03% | 91.03% |