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 | 12.64% | 0.07 CHF | 0.08 CHF | 402'405 | 50'000 | 390'021 | 50'000 | 28'963 CHF | 4'222 CHF | 100.00% | 100.00% |
19.11.2024 | 11.52% | 0.08 CHF | 0.09 CHF | 407'783 | 50'000 | 383'409 | 50'000 | 31'408 CHF | 4'599 CHF | 99.99% | 99.99% |
18.11.2024 | 13.26% | 0.08 CHF | 0.09 CHF | 376'571 | 50'000 | 394'171 | 44'487 | 31'158 CHF | 4'013 CHF | 100.00% | 100.00% |
15.11.2024 | 13.23% | 0.08 CHF | 0.09 CHF | 419'654 | 50'000 | 419'292 | 50'000 | 29'630 CHF | 4'033 CHF | 97.60% | 97.60% |
14.11.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 421'369 | 50'000 | 427'085 | 50'000 | 33'107 CHF | 4'384 CHF | 96.15% | 96.15% |
13.11.2024 | 16.00% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 499'216 | 49'711 | 28'949 CHF | 3'381 CHF | 99.36% | 99.36% |
12.11.2024 | 14.74% | 0.06 CHF | 0.07 CHF | 463'671 | 50'000 | 473'237 | 50'000 | 29'847 CHF | 3'656 CHF | 100.00% | 100.00% |
11.11.2024 | 9.76% | 0.08 CHF | 0.09 CHF | 377'661 | 50'000 | 335'371 | 50'000 | 32'855 CHF | 5'442 CHF | 99.48% | 99.48% |
08.11.2024 | 8.17% | 0.11 CHF | 0.12 CHF | 308'254 | 50'000 | 300'634 | 50'000 | 35'384 CHF | 6'397 CHF | 99.86% | 99.86% |
07.11.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 311'496 | 50'000 | 303'682 | 48'669 | 35'974 CHF | 6'286 CHF | 96.52% | 96.52% |