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 | 20.54% | 0.04 CHF | 0.05 CHF | 498'102 | 50'000 | 498'555 | 50'000 | 22'021 CHF | 2'709 CHF | 100.00% | 100.00% |
19.11.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 498'432 | 50'000 | 19'791 CHF | 2'485 CHF | 100.00% | 100.00% |
18.11.2024 | 25.13% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 491'167 | 44'486 | 20'405 CHF | 2'327 CHF | 100.00% | 100.00% |
15.11.2024 | 16.12% | 0.05 CHF | 0.06 CHF | 439'601 | 50'000 | 418'155 | 50'000 | 23'931 CHF | 3'368 CHF | 100.00% | 100.00% |
14.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 340'053 | 50'000 | 340'053 | 50'000 | 23'804 CHF | 4'000 CHF | 99.27% | 99.27% |
13.11.2024 | 13.13% | 0.07 CHF | 0.08 CHF | 341'057 | 50'000 | 343'541 | 49'694 | 24'846 CHF | 4'094 CHF | 98.49% | 98.49% |
12.11.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 344'279 | 50'000 | 343'985 | 50'000 | 24'081 CHF | 4'002 CHF | 100.00% | 100.00% |
11.11.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 311'472 | 50'000 | 319'388 | 50'000 | 26'792 CHF | 4'702 CHF | 100.00% | 100.00% |
08.11.2024 | 17.74% | 0.07 CHF | 0.08 CHF | 343'052 | 50'000 | 341'352 | 50'000 | 24'245 CHF | 4'247 CHF | 100.00% | 100.00% |
07.11.2024 | 13.24% | 0.08 CHF | 0.09 CHF | 346'146 | 50'000 | 348'008 | 48'704 | 26'385 CHF | 4'214 CHF | 99.23% | 99.23% |