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 | 39.13% | 0.07 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'752 CHF | 9'074 CHF | 100.00% | 100.00% |
19.11.2024 | 21.37% | 0.09 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 41'701 CHF | 7'742 CHF | 100.00% | 100.00% |
18.11.2024 | 23.71% | 0.10 CHF | 0.12 CHF | 500'000 | 75'000 | 500'000 | 63'928 | 45'507 CHF | 7'298 CHF | 99.60% | 99.60% |
15.11.2024 | 15.46% | 0.11 CHF | 0.13 CHF | 460'000 | 75'000 | 420'098 | 75'000 | 50'573 CHF | 10'587 CHF | 99.99% | 99.99% |
14.11.2024 | 13.71% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 372'591 | 75'000 | 50'604 CHF | 11'746 CHF | 99.44% | 99.44% |
13.11.2024 | 15.23% | 0.13 CHF | 0.15 CHF | 390'000 | 75'000 | 411'381 | 74'373 | 50'529 CHF | 10'658 CHF | 98.88% | 98.88% |
12.11.2024 | 11.94% | 0.15 CHF | 0.17 CHF | 340'000 | 75'000 | 322'648 | 75'000 | 51'117 CHF | 13'410 CHF | 100.00% | 100.00% |
11.11.2024 | 9.79% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 260'141 | 75'000 | 50'731 CHF | 16'151 CHF | 100.00% | 100.00% |
08.11.2024 | 10.13% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 267'990 | 75'000 | 50'543 CHF | 15'689 CHF | 100.00% | 100.00% |
07.11.2024 | 9.97% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 247'614 | 72'402 | 50'470 CHF | 16'342 CHF | 99.06% | 99.06% |