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 | 50.31% | 0.05 CHF | 0.08 CHF | 293'376 | 25'000 | 304'864 | 25'000 | 12'975 CHF | 1'775 CHF | 100.00% | 100.00% |
19.11.2024 | 56.41% | 0.04 CHF | 0.07 CHF | 341'860 | 25'000 | 350'646 | 25'000 | 11'934 CHF | 1'513 CHF | 99.99% | 99.99% |
18.11.2024 | 71.49% | 0.04 CHF | 0.06 CHF | 338'881 | 25'000 | 343'981 | 23'893 | 10'525 CHF | 1'527 CHF | 99.63% | 99.63% |
15.11.2024 | 53.20% | 0.04 CHF | 0.07 CHF | 336'764 | 25'000 | 332'428 | 25'000 | 13'297 CHF | 1'727 CHF | 100.00% | 100.00% |
14.11.2024 | 52.73% | 0.04 CHF | 0.07 CHF | 343'518 | 25'000 | 340'064 | 25'000 | 13'429 CHF | 1'695 CHF | 97.25% | 97.25% |
13.11.2024 | 52.43% | 0.04 CHF | 0.07 CHF | 344'316 | 25'000 | 321'883 | 24'963 | 13'202 CHF | 1'757 CHF | 97.09% | 97.09% |
12.11.2024 | 62.52% | 0.03 CHF | 0.06 CHF | 331'355 | 25'000 | 332'204 | 25'000 | 10'489 CHF | 1'500 CHF | 97.82% | 97.82% |
11.11.2024 | 47.85% | 0.05 CHF | 0.07 CHF | 294'416 | 25'000 | 292'722 | 25'000 | 12'647 CHF | 1'752 CHF | 97.60% | 97.60% |
08.11.2024 | 52.15% | 0.04 CHF | 0.07 CHF | 298'280 | 25'000 | 301'701 | 25'000 | 12'327 CHF | 1'740 CHF | 98.64% | 98.64% |
07.11.2024 | 46.58% | 0.05 CHF | 0.08 CHF | 287'783 | 25'000 | 268'550 | 24'928 | 13'395 CHF | 1'998 CHF | 94.97% | 94.97% |