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 | 18.29% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 31'307 CHF | 5'643 CHF | 96.88% | 96.88% |
19.11.2024 | 16.00% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'125 CHF | 6'000 CHF | 82.18% | 82.18% |
18.11.2024 | 20.09% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 36'574 CHF | 5'564 CHF | 100.00% | 100.00% |
15.11.2024 | 14.06% | 0.11 CHF | 0.12 CHF | 498'792 | 50'000 | 457'001 | 50'000 | 50'581 CHF | 6'377 CHF | 70.71% | 70.71% |
14.11.2024 | 10.92% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 448'754 | 50'000 | 50'426 CHF | 6'287 CHF | 99.27% | 99.27% |
13.11.2024 | 11.51% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 391'656 | 49'685 | 50'707 CHF | 7'299 CHF | 95.44% | 95.44% |
12.11.2024 | 10.36% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 332'273 | 50'000 | 51'041 CHF | 8'531 CHF | 87.29% | 87.29% |
11.11.2024 | 7.92% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 306'005 | 50'000 | 51'060 CHF | 9'036 CHF | 99.46% | 99.46% |
08.11.2024 | 7.25% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 301'887 | 50'000 | 51'011 CHF | 9'089 CHF | 100.00% | 100.00% |
07.11.2024 | 8.26% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 290'009 | 48'746 | 50'696 CHF | 9'253 CHF | 99.05% | 99.05% |