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 | 36.12% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'534 CHF | 3'758 CHF | 96.88% | 96.88% |
19.11.2024 | 28.56% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'281 CHF | 4'069 CHF | 96.71% | 96.71% |
18.11.2024 | 33.11% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 21'629 CHF | 3'742 CHF | 100.00% | 100.00% |
15.11.2024 | 15.07% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 38'246 CHF | 4'437 CHF | 83.19% | 83.19% |
14.11.2024 | 17.33% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 38'887 CHF | 4'629 CHF | 99.27% | 99.27% |
13.11.2024 | 15.10% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 464'705 | 49'685 | 43'602 CHF | 5'476 CHF | 95.44% | 95.44% |
12.11.2024 | 14.28% | 0.11 CHF | 0.13 CHF | 409'411 | 50'000 | 407'819 | 50'000 | 46'464 CHF | 6'574 CHF | 87.29% | 87.29% |
11.11.2024 | 10.31% | 0.13 CHF | 0.15 CHF | 363'899 | 50'000 | 378'345 | 50'000 | 48'029 CHF | 7'036 CHF | 99.46% | 99.46% |
08.11.2024 | 9.18% | 0.14 CHF | 0.15 CHF | 377'125 | 50'000 | 377'025 | 50'000 | 48'545 CHF | 7'057 CHF | 91.92% | 91.92% |
07.11.2024 | 14.18% | 0.13 CHF | 0.15 CHF | 375'608 | 50'000 | 365'458 | 48'667 | 47'469 CHF | 7'276 CHF | 93.20% | 93.20% |