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 | 38.88% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 21'213 CHF | 1'568 CHF | 100.00% | 100.00% |
19.11.2024 | 40.14% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'483 CHF | 1'538 CHF | 100.00% | 100.00% |
18.11.2024 | 48.31% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 23'897 | 19'549 CHF | 1'514 CHF | 100.00% | 100.00% |
15.11.2024 | 38.90% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 22'404 CHF | 1'657 CHF | 100.00% | 100.00% |
14.11.2024 | 35.67% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'269 CHF | 1'737 CHF | 99.52% | 99.52% |
13.11.2024 | 31.38% | 0.05 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 24'941 | 30'484 CHF | 2'081 CHF | 99.32% | 99.32% |
12.11.2024 | 26.30% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 446'744 | 25'000 | 34'035 CHF | 2'489 CHF | 100.00% | 100.00% |
11.11.2024 | 20.72% | 0.10 CHF | 0.12 CHF | 363'775 | 25'000 | 401'797 | 25'000 | 37'049 CHF | 2'841 CHF | 100.00% | 100.00% |
08.11.2024 | 21.64% | 0.09 CHF | 0.11 CHF | 418'961 | 25'000 | 412'188 | 25'000 | 35'932 CHF | 2'709 CHF | 100.00% | 100.00% |
07.11.2024 | 20.19% | 0.09 CHF | 0.12 CHF | 382'571 | 25'000 | 392'105 | 24'769 | 38'175 CHF | 2'949 CHF | 98.53% | 98.53% |