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 | 19.94% | 0.04 CHF | 0.05 CHF | 458'317 | 50'000 | 457'700 | 50'000 | 20'910 CHF | 2'782 CHF | 100.00% | 100.00% |
19.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 490'018 | 50'000 | 490'018 | 50'000 | 19'601 CHF | 2'500 CHF | 99.94% | 99.94% |
18.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 481'866 | 50'000 | 484'630 | 44'466 | 19'385 CHF | 2'262 CHF | 99.64% | 99.64% |
15.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 476'554 | 50'000 | 476'554 | 50'000 | 19'062 CHF | 2'500 CHF | 100.00% | 100.00% |
14.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 410'390 | 50'000 | 410'390 | 50'000 | 20'520 CHF | 3'000 CHF | 99.44% | 99.44% |
13.11.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 422'111 | 50'000 | 412'176 | 49'819 | 20'609 CHF | 2'991 CHF | 98.88% | 98.88% |
12.11.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 396'267 | 50'000 | 387'605 | 50'000 | 19'432 CHF | 3'007 CHF | 99.99% | 99.99% |
11.11.2024 | 15.26% | 0.06 CHF | 0.07 CHF | 343'461 | 50'000 | 342'762 | 50'000 | 20'780 CHF | 3'531 CHF | 100.00% | 100.00% |
08.11.2024 | 13.90% | 0.06 CHF | 0.07 CHF | 339'884 | 50'000 | 332'918 | 50'000 | 22'358 CHF | 3'861 CHF | 88.69% | 88.69% |
07.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 331'117 | 50'000 | 331'091 | 48'703 | 23'176 CHF | 3'896 CHF | 99.06% | 99.06% |