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 | 48.42% | 0.04 CHF | 0.06 CHF | 344'989 | 50'000 | 337'251 | 50'000 | 12'732 CHF | 3'099 CHF | 100.00% | 100.00% |
19.11.2024 | 32.84% | 0.04 CHF | 0.05 CHF | 388'040 | 50'000 | 405'514 | 50'000 | 12'843 CHF | 2'212 CHF | 99.39% | 99.39% |
18.11.2024 | 43.09% | 0.03 CHF | 0.05 CHF | 393'486 | 50'000 | 391'922 | 43'384 | 12'161 CHF | 2'055 CHF | 100.00% | 100.00% |
15.11.2024 | 27.17% | 0.03 CHF | 0.04 CHF | 407'675 | 50'000 | 337'506 | 50'000 | 14'108 CHF | 2'815 CHF | 100.00% | 100.00% |
14.11.2024 | 18.71% | 0.06 CHF | 0.07 CHF | 293'302 | 50'000 | 294'812 | 50'000 | 17'161 CHF | 3'508 CHF | 99.52% | 99.52% |
13.11.2024 | 16.27% | 0.06 CHF | 0.07 CHF | 271'126 | 50'000 | 246'864 | 49'383 | 17'488 CHF | 4'126 CHF | 99.32% | 99.32% |
12.11.2024 | 13.77% | 0.08 CHF | 0.09 CHF | 226'134 | 50'000 | 200'410 | 50'000 | 19'933 CHF | 5'721 CHF | 100.00% | 100.00% |
11.11.2024 | 12.77% | 0.10 CHF | 0.11 CHF | 213'837 | 50'000 | 211'433 | 50'000 | 20'083 CHF | 5'396 CHF | 100.00% | 100.00% |
08.11.2024 | 14.08% | 0.10 CHF | 0.11 CHF | 212'384 | 50'000 | 214'573 | 50'000 | 19'661 CHF | 5'278 CHF | 100.00% | 100.00% |
07.11.2024 | 14.44% | 0.08 CHF | 0.09 CHF | 252'811 | 50'000 | 258'693 | 48'444 | 19'563 CHF | 4'222 CHF | 99.13% | 99.13% |