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 | 86.69% | 0.02 CHF | 0.05 CHF | 458'536 | 100'000 | 461'693 | 100'000 | 8'783 CHF | 4'783 CHF | 100.00% | 100.00% |
19.11.2024 | 42.99% | 0.02 CHF | 0.03 CHF | 497'867 | 100'000 | 422'384 | 100'000 | 11'503 CHF | 4'318 CHF | 100.00% | 100.00% |
18.11.2024 | 41.57% | 0.03 CHF | 0.05 CHF | 353'530 | 100'000 | 353'190 | 88'641 | 11'855 CHF | 4'454 CHF | 97.06% | 97.06% |
15.11.2024 | 36.94% | 0.03 CHF | 0.04 CHF | 378'330 | 100'000 | 368'402 | 100'000 | 12'783 CHF | 5'070 CHF | 88.01% | 88.01% |
14.11.2024 | 32.72% | 0.04 CHF | 0.06 CHF | 331'174 | 100'000 | 359'639 | 100'000 | 14'700 CHF | 5'686 CHF | 99.51% | 99.51% |
13.11.2024 | 31.07% | 0.04 CHF | 0.06 CHF | 361'131 | 100'000 | 332'309 | 99'147 | 14'808 CHF | 6'050 CHF | 99.31% | 99.31% |
12.11.2024 | 21.59% | 0.05 CHF | 0.06 CHF | 320'762 | 100'000 | 308'757 | 100'000 | 17'390 CHF | 6'979 CHF | 100.00% | 100.00% |
11.11.2024 | 23.82% | 0.06 CHF | 0.08 CHF | 281'755 | 100'000 | 280'837 | 100'000 | 17'766 CHF | 8'022 CHF | 100.00% | 100.00% |
08.11.2024 | 25.39% | 0.06 CHF | 0.08 CHF | 298'443 | 100'000 | 296'166 | 100'000 | 17'770 CHF | 7'759 CHF | 100.00% | 100.00% |
07.11.2024 | 18.72% | 0.07 CHF | 0.08 CHF | 273'095 | 100'000 | 282'757 | 97'408 | 19'007 CHF | 7'903 CHF | 99.13% | 99.13% |