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 | 18.16% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'035 CHF | 1'502 CHF | 96.64% | 96.64% |
19.11.2024 | 17.82% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'639 CHF | 1'532 CHF | 99.68% | 99.68% |
18.11.2024 | 15.84% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 30'000 CHF | 1'680 CHF | 100.00% | 100.00% |
15.11.2024 | 13.17% | 0.07 CHF | 0.08 CHF | 454'677 | 25'000 | 456'390 | 25'000 | 32'424 CHF | 2'026 CHF | 100.00% | 100.00% |
14.11.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 458'287 | 25'000 | 457'717 | 25'000 | 35'868 CHF | 2'209 CHF | 93.90% | 93.90% |
13.11.2024 | 12.20% | 0.07 CHF | 0.08 CHF | 453'004 | 25'000 | 457'653 | 24'963 | 35'364 CHF | 2'177 CHF | 96.70% | 96.70% |
12.11.2024 | 10.73% | 0.08 CHF | 0.09 CHF | 413'741 | 25'000 | 394'192 | 25'000 | 34'898 CHF | 2'470 CHF | 99.63% | 99.63% |
11.11.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 322'338 | 25'000 | 334'201 | 25'000 | 37'449 CHF | 3'055 CHF | 100.00% | 100.00% |
08.11.2024 | 10.12% | 0.10 CHF | 0.11 CHF | 384'266 | 25'000 | 378'625 | 25'000 | 35'612 CHF | 2'601 CHF | 100.00% | 100.00% |
07.11.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 349'461 | 25'000 | 356'381 | 24'892 | 36'422 CHF | 2'797 CHF | 95.98% | 95.98% |