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 | 31.64% | 0.08 CHF | 0.10 CHF | 254'707 | 100'000 | 255'072 | 100'000 | 19'863 CHF | 10'710 CHF | 100.00% | 100.00% |
19.11.2024 | 18.42% | 0.07 CHF | 0.09 CHF | 280'254 | 100'000 | 247'225 | 100'000 | 21'458 CHF | 10'482 CHF | 100.00% | 100.00% |
18.11.2024 | 16.84% | 0.10 CHF | 0.12 CHF | 231'945 | 100'000 | 228'933 | 88'335 | 23'155 CHF | 10'501 CHF | 94.52% | 94.52% |
15.11.2024 | 14.47% | 0.09 CHF | 0.11 CHF | 237'989 | 100'000 | 235'137 | 100'000 | 23'472 CHF | 11'543 CHF | 93.25% | 93.25% |
14.11.2024 | 13.21% | 0.11 CHF | 0.13 CHF | 224'129 | 100'000 | 232'327 | 100'000 | 25'072 CHF | 12'336 CHF | 99.52% | 99.52% |
13.11.2024 | 12.25% | 0.11 CHF | 0.12 CHF | 234'447 | 100'000 | 226'961 | 99'147 | 25'790 CHF | 12'743 CHF | 99.32% | 99.32% |
12.11.2024 | 10.72% | 0.12 CHF | 0.13 CHF | 221'650 | 100'000 | 216'241 | 100'000 | 27'473 CHF | 14'147 CHF | 100.00% | 100.00% |
11.11.2024 | 8.86% | 0.14 CHF | 0.15 CHF | 207'993 | 100'000 | 207'691 | 100'000 | 29'125 CHF | 15'330 CHF | 100.00% | 100.00% |
08.11.2024 | 11.28% | 0.13 CHF | 0.15 CHF | 211'856 | 100'000 | 211'803 | 100'000 | 28'153 CHF | 14'878 CHF | 100.00% | 100.00% |
07.11.2024 | 12.15% | 0.14 CHF | 0.16 CHF | 205'052 | 100'000 | 209'423 | 97'408 | 29'223 CHF | 15'354 CHF | 99.13% | 99.13% |