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 | 44.14% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 13'053 CHF | 3'022 CHF | 96.88% | 96.88% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 82.18% | 82.18% |
18.11.2024 | 44.37% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 15'598 CHF | 3'044 CHF | 100.00% | 100.00% |
15.11.2024 | 17.94% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'867 CHF | 3'449 CHF | 83.19% | 83.19% |
14.11.2024 | 23.84% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'611 CHF | 3'632 CHF | 99.27% | 99.27% |
13.11.2024 | 20.12% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 49'685 | 34'949 CHF | 4'253 CHF | 95.44% | 95.44% |
12.11.2024 | 20.22% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 41'507 CHF | 5'080 CHF | 87.29% | 87.29% |
11.11.2024 | 19.25% | 0.10 CHF | 0.11 CHF | 492'931 | 50'000 | 498'978 | 50'000 | 45'264 CHF | 5'500 CHF | 99.46% | 99.46% |
08.11.2024 | 17.83% | 0.10 CHF | 0.11 CHF | 489'118 | 50'000 | 499'227 | 50'000 | 46'037 CHF | 5'509 CHF | 100.00% | 100.00% |
07.11.2024 | 16.81% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 492'126 | 48'746 | 48'634 CHF | 5'701 CHF | 99.05% | 99.05% |