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 | 47.66% | 0.02 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 45'927 | 17'030 CHF | 2'502 CHF | 64.68% | 78.02% |
19.11.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 499'990 | 52'683 | 36'755 CHF | 4'599 CHF | 99.66% | 99.66% |
18.11.2024 | 27.75% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 499'995 | 52'905 | 29'502 CHF | 4'071 CHF | 91.98% | 91.98% |
15.11.2024 | 18.95% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 499'972 | 52'679 | 44'112 CHF | 5'475 CHF | 99.66% | 99.66% |
14.11.2024 | 13.76% | 0.15 CHF | 0.16 CHF | 350'000 | 75'000 | 400'652 | 53'212 | 50'645 CHF | 7'841 CHF | 83.13% | 83.13% |
13.11.2024 | 44.87% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 54'844 | 18'161 CHF | 3'072 CHF | 65.91% | 97.57% |
12.11.2024 | 21.29% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 499'575 | 52'936 | 38'847 CHF | 4'862 CHF | 91.35% | 93.03% |
11.11.2024 | 9.20% | 0.13 CHF | 0.14 CHF | 400'000 | 75'000 | 268'101 | 52'825 | 50'935 CHF | 10'901 CHF | 94.53% | 94.53% |
08.11.2024 | 8.45% | 0.24 CHF | 0.25 CHF | 220'000 | 75'000 | 242'423 | 52'880 | 51'068 CHF | 12'122 CHF | 94.93% | 94.93% |
07.11.2024 | 12.69% | 0.21 CHF | 0.22 CHF | 250'000 | 75'000 | 355'723 | 52'734 | 50'739 CHF | 8'957 CHF | 99.66% | 99.66% |