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 | 16.24% | 0.07 CHF | 0.08 CHF | 351'285 | 50'000 | 334'194 | 50'000 | 23'042 CHF | 4'056 CHF | 100.00% | 100.00% |
19.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 347'828 | 50'000 | 347'828 | 50'000 | 20'870 CHF | 3'500 CHF | 0.89% | 0.89% |
18.11.2024 | 16.74% | 0.07 CHF | 0.08 CHF | 328'710 | 50'000 | 338'331 | 43'384 | 23'639 CHF | 3'529 CHF | 100.00% | 100.00% |
15.11.2024 | 14.88% | 0.08 CHF | 0.09 CHF | 336'586 | 50'000 | 315'930 | 50'000 | 24'616 CHF | 4'530 CHF | 100.00% | 100.00% |
14.11.2024 | 14.94% | 0.08 CHF | 0.09 CHF | 300'852 | 50'000 | 297'567 | 50'000 | 24'970 CHF | 4'876 CHF | 98.02% | 98.02% |
13.11.2024 | 15.67% | 0.07 CHF | 0.08 CHF | 325'147 | 50'000 | 314'401 | 49'375 | 23'106 CHF | 4'261 CHF | 99.40% | 99.40% |
12.11.2024 | 15.19% | 0.08 CHF | 0.09 CHF | 292'244 | 50'000 | 278'766 | 50'000 | 24'908 CHF | 5'208 CHF | 100.00% | 100.00% |
11.11.2024 | 10.82% | 0.10 CHF | 0.12 CHF | 251'853 | 50'000 | 253'036 | 50'000 | 26'902 CHF | 5'920 CHF | 99.90% | 99.90% |
08.11.2024 | 12.94% | 0.09 CHF | 0.10 CHF | 273'319 | 50'000 | 289'215 | 50'000 | 25'120 CHF | 4'941 CHF | 83.33% | 83.33% |
07.11.2024 | 13.39% | 0.09 CHF | 0.10 CHF | 288'819 | 50'000 | 284'421 | 48'689 | 24'770 CHF | 4'859 CHF | 94.99% | 94.99% |