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 | 35.29% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'336 CHF | 1'810 CHF | 100.00% | 100.00% |
19.11.2024 | 32.88% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 25'481 CHF | 1'774 CHF | 100.00% | 100.00% |
18.11.2024 | 43.14% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 23'790 CHF | 1'749 CHF | 100.00% | 100.00% |
15.11.2024 | 32.55% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 26'731 CHF | 1'854 CHF | 100.00% | 100.00% |
14.11.2024 | 29.65% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 29'116 CHF | 1'960 CHF | 99.52% | 99.52% |
13.11.2024 | 26.68% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 24'941 | 33'932 CHF | 2'212 CHF | 99.32% | 99.32% |
12.11.2024 | 25.18% | 0.07 CHF | 0.09 CHF | 500'000 | 25'000 | 478'060 | 25'000 | 38'753 CHF | 2'618 CHF | 100.00% | 100.00% |
11.11.2024 | 19.73% | 0.10 CHF | 0.12 CHF | 409'261 | 25'000 | 441'563 | 25'000 | 42'510 CHF | 2'932 CHF | 100.00% | 100.00% |
08.11.2024 | 24.23% | 0.09 CHF | 0.11 CHF | 449'293 | 25'000 | 450'775 | 25'000 | 40'900 CHF | 2'896 CHF | 100.00% | 100.00% |
07.11.2024 | 21.35% | 0.10 CHF | 0.12 CHF | 441'117 | 25'000 | 428'737 | 24'769 | 42'524 CHF | 3'043 CHF | 98.53% | 98.53% |