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 | 14.22% | 0.05 CHF | 0.06 CHF | 201'617 | 50'000 | 200'158 | 50'000 | 13'469 CHF | 3'867 CHF | 100.00% | 100.00% |
19.11.2024 | 15.95% | 0.07 CHF | 0.08 CHF | 199'773 | 50'000 | 200'570 | 50'000 | 11'928 CHF | 3'477 CHF | 100.00% | 100.00% |
18.11.2024 | 9.25% | 0.09 CHF | 0.10 CHF | 198'119 | 50'000 | 197'332 | 50'000 | 20'513 CHF | 5'700 CHF | 100.00% | 100.00% |
15.11.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 194'697 | 50'000 | 194'425 | 50'000 | 28'186 CHF | 7'750 CHF | 100.00% | 100.00% |
14.11.2024 | 9.40% | 0.15 CHF | 0.16 CHF | 194'264 | 50'000 | 197'902 | 50'000 | 21'285 CHF | 5'893 CHF | 99.44% | 99.44% |
13.11.2024 | 10.60% | 0.08 CHF | 0.09 CHF | 199'458 | 50'000 | 197'965 | 49'518 | 17'917 CHF | 4'980 CHF | 98.88% | 98.88% |
12.11.2024 | 8.42% | 0.09 CHF | 0.10 CHF | 197'625 | 50'000 | 195'825 | 50'000 | 22'382 CHF | 6'216 CHF | 100.00% | 100.00% |
11.11.2024 | 4.84% | 0.17 CHF | 0.18 CHF | 190'415 | 50'000 | 187'719 | 50'000 | 37'994 CHF | 10'624 CHF | 100.00% | 100.00% |
08.11.2024 | 4.66% | 0.19 CHF | 0.20 CHF | 187'467 | 25'000 | 185'633 | 25'000 | 39'175 CHF | 5'529 CHF | 100.00% | 100.00% |
07.11.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 156'904 | 24'740 | 52'089 CHF | 8'475 CHF | 99.06% | 99.06% |