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 | 11.76% | 0.07 CHF | 0.09 CHF | 221'613 | 75'000 | 219'602 | 75'000 | 17'568 CHF | 6'750 CHF | 14.13% | 100.00% |
19.11.2024 | 14.88% | 0.07 CHF | 0.08 CHF | 221'583 | 75'000 | 221'903 | 75'000 | 13'861 CHF | 5'435 CHF | 100.00% | 100.00% |
18.11.2024 | 10.56% | 0.08 CHF | 0.09 CHF | 219'094 | 75'000 | 218'259 | 75'000 | 19'671 CHF | 7'512 CHF | 100.00% | 100.00% |
15.11.2024 | 7.77% | 0.10 CHF | 0.11 CHF | 216'440 | 75'000 | 213'118 | 75'000 | 26'477 CHF | 10'070 CHF | 100.00% | 100.00% |
14.11.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 208'576 | 75'000 | 207'792 | 75'000 | 32'222 CHF | 12'382 CHF | 99.22% | 99.22% |
13.11.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 206'236 | 75'000 | 206'408 | 74'159 | 31'574 CHF | 12'080 CHF | 99.36% | 99.36% |
12.11.2024 | 5.37% | 0.18 CHF | 0.19 CHF | 202'106 | 75'000 | 202'276 | 75'000 | 36'639 CHF | 14'335 CHF | 100.00% | 100.00% |
11.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 199'749 | 75'000 | 198'309 | 75'000 | 40'088 CHF | 15'913 CHF | 100.00% | 100.00% |
08.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 200'027 | 75'000 | 200'748 | 75'000 | 35'905 CHF | 14'165 CHF | 100.00% | 100.00% |
07.11.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 202'237 | 75'000 | 204'621 | 72'396 | 32'540 CHF | 12'294 CHF | 98.73% | 98.73% |