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 | 23.01% | 0.06 CHF | 0.08 CHF | 185'847 | 50'000 | 192'138 | 50'000 | 11'741 CHF | 3'855 CHF | 100.00% | 100.00% |
19.11.2024 | 18.76% | 0.05 CHF | 0.06 CHF | 240'787 | 50'000 | 243'993 | 50'000 | 11'852 CHF | 2'928 CHF | 96.07% | 96.07% |
18.11.2024 | 18.96% | 0.05 CHF | 0.06 CHF | 240'039 | 50'000 | 217'436 | 44'467 | 11'396 CHF | 2'795 CHF | 99.63% | 99.63% |
15.11.2024 | 14.38% | 0.06 CHF | 0.07 CHF | 208'529 | 50'000 | 209'983 | 50'000 | 13'622 CHF | 3'746 CHF | 74.69% | 74.69% |
14.11.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 179'772 | 50'000 | 178'117 | 50'000 | 14'403 CHF | 4'543 CHF | 99.44% | 99.44% |
13.11.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 180'015 | 50'000 | 179'025 | 49'819 | 14'947 CHF | 4'660 CHF | 98.88% | 98.88% |
12.11.2024 | 9.56% | 0.09 CHF | 0.10 CHF | 168'306 | 50'000 | 162'135 | 50'000 | 16'160 CHF | 5'484 CHF | 100.00% | 100.00% |
11.11.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 148'810 | 50'000 | 147'429 | 50'000 | 17'589 CHF | 6'468 CHF | 100.00% | 100.00% |
08.11.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 143'354 | 50'000 | 139'920 | 50'000 | 17'846 CHF | 6'880 CHF | 88.69% | 88.69% |
07.11.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 138'118 | 50'000 | 139'575 | 48'703 | 18'615 CHF | 6'999 CHF | 99.06% | 99.06% |