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 | 65.59% | 0.04 CHF | 0.06 CHF | 370'164 | 50'000 | 411'496 | 50'000 | 11'176 CHF | 2'658 CHF | 98.83% | 98.83% |
19.11.2024 | 28.11% | 0.03 CHF | 0.05 CHF | 407'505 | 50'000 | 396'630 | 50'000 | 14'888 CHF | 2'488 CHF | 95.59% | 95.59% |
18.11.2024 | 31.56% | 0.04 CHF | 0.06 CHF | 349'614 | 50'000 | 369'262 | 44'465 | 14'754 CHF | 2'417 CHF | 99.64% | 99.64% |
15.11.2024 | 18.50% | 0.06 CHF | 0.07 CHF | 311'384 | 50'000 | 267'085 | 49'974 | 19'177 CHF | 4'344 CHF | 99.90% | 99.90% |
14.11.2024 | 13.61% | 0.11 CHF | 0.12 CHF | 219'436 | 50'000 | 214'108 | 50'000 | 23'739 CHF | 6'365 CHF | 98.40% | 98.40% |
13.11.2024 | 10.14% | 0.13 CHF | 0.14 CHF | 204'953 | 50'000 | 204'693 | 49'557 | 25'535 CHF | 6'841 CHF | 98.88% | 98.88% |
12.11.2024 | 9.55% | 0.15 CHF | 0.16 CHF | 190'447 | 50'000 | 176'973 | 50'000 | 28'814 CHF | 8'963 CHF | 99.79% | 99.79% |
11.11.2024 | 6.29% | 0.18 CHF | 0.19 CHF | 170'646 | 50'000 | 165'486 | 50'000 | 31'485 CHF | 10'138 CHF | 100.00% | 100.00% |
08.11.2024 | 8.13% | 0.17 CHF | 0.18 CHF | 171'774 | 50'000 | 171'971 | 50'000 | 29'103 CHF | 9'183 CHF | 100.00% | 100.00% |
07.11.2024 | 8.48% | 0.17 CHF | 0.19 CHF | 171'244 | 50'000 | 175'163 | 48'703 | 29'541 CHF | 8'953 CHF | 99.06% | 99.06% |