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 | 48.33% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'213 CHF | 1'321 CHF | 100.00% | 100.00% |
19.11.2024 | 50.65% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'483 CHF | 1'298 CHF | 100.00% | 100.00% |
18.11.2024 | 59.98% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 14'626 CHF | 1'283 CHF | 100.00% | 100.00% |
15.11.2024 | 45.45% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 18'884 CHF | 1'491 CHF | 99.99% | 99.99% |
14.11.2024 | 43.22% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'399 CHF | 1'583 CHF | 99.52% | 99.52% |
13.11.2024 | 34.49% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 460'597 | 24'941 | 25'035 CHF | 1'922 CHF | 99.32% | 99.32% |
12.11.2024 | 28.02% | 0.05 CHF | 0.08 CHF | 471'377 | 25'000 | 379'814 | 25'000 | 27'417 CHF | 2'409 CHF | 100.00% | 100.00% |
11.11.2024 | 22.15% | 0.10 CHF | 0.12 CHF | 304'478 | 25'000 | 342'863 | 25'000 | 30'846 CHF | 2'811 CHF | 100.00% | 100.00% |
08.11.2024 | 21.05% | 0.09 CHF | 0.11 CHF | 352'642 | 25'000 | 345'001 | 25'000 | 30'036 CHF | 2'689 CHF | 100.00% | 100.00% |
07.11.2024 | 21.61% | 0.09 CHF | 0.12 CHF | 322'636 | 25'000 | 321'705 | 24'769 | 31'299 CHF | 2'995 CHF | 98.53% | 98.53% |