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 | 18.25% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'792 CHF | 3'096 CHF | 98.83% | 98.83% |
19.11.2024 | 22.36% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'098 CHF | 3'150 CHF | 95.59% | 95.59% |
18.11.2024 | 28.02% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 44'465 | 26'716 CHF | 3'121 CHF | 99.64% | 99.64% |
15.11.2024 | 18.75% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 458'310 | 50'000 | 30'940 CHF | 4'079 CHF | 100.00% | 100.00% |
14.11.2024 | 17.18% | 0.09 CHF | 0.10 CHF | 390'161 | 50'000 | 378'432 | 50'000 | 33'117 CHF | 5'200 CHF | 99.44% | 99.44% |
13.11.2024 | 15.22% | 0.10 CHF | 0.11 CHF | 358'532 | 50'000 | 362'366 | 49'557 | 34'085 CHF | 5'425 CHF | 98.88% | 98.88% |
12.11.2024 | 11.84% | 0.11 CHF | 0.12 CHF | 332'806 | 50'000 | 314'269 | 50'000 | 34'995 CHF | 6'272 CHF | 100.00% | 100.00% |
11.11.2024 | 10.04% | 0.12 CHF | 0.13 CHF | 299'034 | 50'000 | 286'931 | 50'000 | 36'234 CHF | 6'989 CHF | 100.00% | 100.00% |
08.11.2024 | 12.18% | 0.12 CHF | 0.13 CHF | 304'500 | 50'000 | 303'619 | 50'000 | 35'230 CHF | 6'553 CHF | 100.00% | 100.00% |
07.11.2024 | 12.71% | 0.12 CHF | 0.13 CHF | 295'168 | 50'000 | 308'289 | 48'703 | 35'300 CHF | 6'337 CHF | 99.06% | 99.06% |