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 | 25.69% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 499'758 | 75'000 | 28'543 CHF | 5'526 CHF | 96.88% | 96.88% |
19.11.2024 | 17.46% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 499'989 | 75'000 | 33'710 CHF | 6'013 CHF | 96.71% | 96.71% |
18.11.2024 | 19.54% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 485'144 | 63'971 | 35'601 CHF | 5'553 CHF | 100.00% | 100.00% |
15.11.2024 | 13.44% | 0.10 CHF | 0.11 CHF | 407'912 | 50'000 | 360'740 | 50'000 | 43'219 CHF | 6'863 CHF | 83.19% | 83.19% |
14.11.2024 | 12.88% | 0.13 CHF | 0.15 CHF | 347'166 | 50'000 | 358'239 | 50'000 | 44'267 CHF | 7'041 CHF | 99.27% | 99.27% |
13.11.2024 | 11.18% | 0.12 CHF | 0.14 CHF | 356'023 | 50'000 | 315'842 | 49'685 | 46'673 CHF | 8'291 CHF | 95.44% | 95.44% |
12.11.2024 | 8.09% | 0.18 CHF | 0.19 CHF | 279'708 | 50'000 | 273'193 | 50'000 | 49'809 CHF | 9'900 CHF | 61.73% | 61.73% |
11.11.2024 | 6.06% | 0.20 CHF | 0.21 CHF | 264'855 | 50'000 | 251'673 | 50'000 | 50'038 CHF | 10'566 CHF | 76.48% | 76.48% |
08.11.2024 | 6.29% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 248'750 | 50'000 | 50'050 CHF | 10'718 CHF | 100.00% | 100.00% |
07.11.2024 | 7.83% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 240'715 | 49'800 | 50'366 CHF | 11'276 CHF | 94.63% | 94.63% |