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 | 17.20% | 0.05 CHF | 0.06 CHF | 719'100 | 719'100 | 704'754 | 704'754 | 37'522 CHF | 44'570 CHF | 100.00% | 100.00% |
19.11.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 607'300 | 607'300 | 608'123 | 608'123 | 31'004 CHF | 37'085 CHF | 100.00% | 100.00% |
18.11.2024 | 13.69% | 0.07 CHF | 0.08 CHF | 574'300 | 574'300 | 566'791 | 566'791 | 38'634 CHF | 44'302 CHF | 100.00% | 100.00% |
15.11.2024 | 13.98% | 0.07 CHF | 0.08 CHF | 686'000 | 686'000 | 677'284 | 677'284 | 45'127 CHF | 51'900 CHF | 99.49% | 99.49% |
14.11.2024 | 18.45% | 0.06 CHF | 0.07 CHF | 788'300 | 788'300 | 797'640 | 797'640 | 39'294 CHF | 47'271 CHF | 99.35% | 99.35% |
13.11.2024 | 20.43% | 0.05 CHF | 0.06 CHF | 840'200 | 840'200 | 847'144 | 847'144 | 37'298 CHF | 45'770 CHF | 100.00% | 100.00% |
12.11.2024 | 17.27% | 0.05 CHF | 0.06 CHF | 591'100 | 591'100 | 573'043 | 573'043 | 30'448 CHF | 36'179 CHF | 100.00% | 100.00% |
11.11.2024 | 15.34% | 0.07 CHF | 0.08 CHF | 932'300 | 932'300 | 950'109 | 950'109 | 57'549 CHF | 67'050 CHF | 99.38% | 99.38% |
08.11.2024 | 24.70% | 0.04 CHF | 0.05 CHF | 899'200 | 899'200 | 888'829 | 888'829 | 31'583 CHF | 40'471 CHF | 100.00% | 100.00% |
07.11.2024 | 20.45% | 0.05 CHF | 0.06 CHF | 1'077'900 | 1'077'900 | 1'075'810 | 1'075'810 | 47'323 CHF | 58'081 CHF | 99.43% | 99.43% |