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 | 17.62% | 0.07 CHF | 0.09 CHF | 385'284 | 100'000 | 374'651 | 100'000 | 28'063 CHF | 8'927 CHF | 100.00% | 100.00% |
19.11.2024 | 17.99% | 0.06 CHF | 0.08 CHF | 406'927 | 100'000 | 367'156 | 100'000 | 28'176 CHF | 9'245 CHF | 100.00% | 100.00% |
18.11.2024 | 18.99% | 0.08 CHF | 0.10 CHF | 335'068 | 100'000 | 335'213 | 88'974 | 27'924 CHF | 8'888 CHF | 99.99% | 99.99% |
15.11.2024 | 16.18% | 0.08 CHF | 0.09 CHF | 347'760 | 100'000 | 344'557 | 100'000 | 28'691 CHF | 9'811 CHF | 99.99% | 99.99% |
14.11.2024 | 17.69% | 0.09 CHF | 0.11 CHF | 324'611 | 100'000 | 340'129 | 100'000 | 30'157 CHF | 10'602 CHF | 99.50% | 99.50% |
13.11.2024 | 14.89% | 0.09 CHF | 0.11 CHF | 338'427 | 100'000 | 326'534 | 99'147 | 30'723 CHF | 10'836 CHF | 99.31% | 99.31% |
12.11.2024 | 14.79% | 0.10 CHF | 0.11 CHF | 316'840 | 100'000 | 307'745 | 100'000 | 31'471 CHF | 11'858 CHF | 100.00% | 100.00% |
11.11.2024 | 15.16% | 0.11 CHF | 0.12 CHF | 297'269 | 100'000 | 293'034 | 100'000 | 32'585 CHF | 12'943 CHF | 100.00% | 100.00% |
08.11.2024 | 11.64% | 0.11 CHF | 0.12 CHF | 294'204 | 100'000 | 297'452 | 100'000 | 32'411 CHF | 12'248 CHF | 100.00% | 100.00% |
07.11.2024 | 12.54% | 0.12 CHF | 0.13 CHF | 286'297 | 100'000 | 293'852 | 97'408 | 33'236 CHF | 12'484 CHF | 99.13% | 99.13% |