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 | 33.77% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'055 CHF | 3'188 CHF | 96.88% | 96.88% |
19.11.2024 | 33.63% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'461 CHF | 3'659 CHF | 96.71% | 96.71% |
18.11.2024 | 36.94% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 63'971 | 19'070 CHF | 3'411 CHF | 100.00% | 100.00% |
15.11.2024 | 20.17% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 482'563 | 50'000 | 34'724 CHF | 4'403 CHF | 83.19% | 83.19% |
14.11.2024 | 18.37% | 0.08 CHF | 0.10 CHF | 461'823 | 50'000 | 478'473 | 50'000 | 35'754 CHF | 4'507 CHF | 99.27% | 99.27% |
13.11.2024 | 15.18% | 0.07 CHF | 0.09 CHF | 479'354 | 50'000 | 413'329 | 49'685 | 38'821 CHF | 5'512 CHF | 95.44% | 95.44% |
12.11.2024 | 11.51% | 0.12 CHF | 0.13 CHF | 351'808 | 50'000 | 351'029 | 50'000 | 42'299 CHF | 6'772 CHF | 87.29% | 87.29% |
11.11.2024 | 14.22% | 0.14 CHF | 0.16 CHF | 310'438 | 50'000 | 319'003 | 50'000 | 41'695 CHF | 7'536 CHF | 99.46% | 99.46% |
08.11.2024 | 12.78% | 0.14 CHF | 0.15 CHF | 314'458 | 50'000 | 321'546 | 50'000 | 42'683 CHF | 7'541 CHF | 100.00% | 100.00% |
07.11.2024 | 13.51% | 0.14 CHF | 0.15 CHF | 316'905 | 50'000 | 313'945 | 48'746 | 43'711 CHF | 7'761 CHF | 99.05% | 99.05% |