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 | 39.92% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'035 CHF | 752 CHF | 96.64% | 96.64% |
19.11.2024 | 38.54% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'639 CHF | 782 CHF | 99.68% | 99.68% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 15'000 CHF | 956 CHF | 100.00% | 100.00% |
15.11.2024 | 23.51% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 18'986 CHF | 1'199 CHF | 100.00% | 100.00% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'000 CHF | 1'250 CHF | 93.90% | 93.90% |
13.11.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 24'963 | 20'045 CHF | 1'250 CHF | 96.70% | 96.70% |
12.11.2024 | 18.53% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 493'128 | 25'000 | 24'442 CHF | 1'490 CHF | 99.63% | 99.63% |
11.11.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 445'074 | 25'000 | 435'537 | 25'000 | 29'516 CHF | 1'945 CHF | 100.00% | 100.00% |
08.11.2024 | 17.21% | 0.06 CHF | 0.07 CHF | 488'940 | 25'000 | 489'713 | 25'000 | 26'207 CHF | 1'587 CHF | 100.00% | 100.00% |
07.11.2024 | 15.63% | 0.06 CHF | 0.07 CHF | 488'544 | 25'000 | 488'698 | 24'892 | 29'254 CHF | 1'742 CHF | 95.98% | 95.98% |