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 | 20.43% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'116 CHF | 5'543 CHF | 96.88% | 96.88% |
19.11.2024 | 18.10% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'670 CHF | 6'043 CHF | 96.71% | 96.71% |
18.11.2024 | 20.08% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 499'987 | 63'971 | 35'901 CHF | 5'439 CHF | 100.00% | 100.00% |
15.11.2024 | 13.88% | 0.09 CHF | 0.11 CHF | 481'286 | 50'000 | 427'271 | 50'000 | 47'317 CHF | 6'372 CHF | 76.74% | 76.74% |
14.11.2024 | 12.43% | 0.12 CHF | 0.14 CHF | 411'696 | 50'000 | 426'042 | 50'000 | 48'609 CHF | 6'485 CHF | 61.04% | 61.04% |
13.11.2024 | 11.64% | 0.11 CHF | 0.13 CHF | 422'123 | 50'000 | 366'352 | 49'601 | 49'919 CHF | 7'696 CHF | 75.42% | 75.42% |
12.11.2024 | 9.76% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 312'750 | 50'000 | 51'091 CHF | 9'018 CHF | 87.29% | 87.29% |
11.11.2024 | 7.13% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 285'341 | 50'000 | 50'642 CHF | 9'536 CHF | 99.46% | 99.46% |
08.11.2024 | 7.07% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 282'039 | 50'000 | 50'488 CHF | 9'611 CHF | 100.00% | 100.00% |
07.11.2024 | 6.15% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 271'954 | 48'746 | 51'143 CHF | 9'740 CHF | 99.05% | 99.05% |