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 | 32.66% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 465'664 | 25'000 | 24'033 CHF | 1'798 CHF | 100.00% | 100.00% |
19.11.2024 | 33.59% | 0.05 CHF | 0.07 CHF | 469'267 | 25'000 | 476'771 | 25'000 | 24'560 CHF | 1'810 CHF | 100.00% | 100.00% |
18.11.2024 | 39.57% | 0.06 CHF | 0.08 CHF | 482'390 | 25'000 | 491'301 | 23'897 | 24'694 CHF | 1'784 CHF | 100.00% | 100.00% |
15.11.2024 | 28.44% | 0.06 CHF | 0.09 CHF | 427'728 | 25'000 | 421'316 | 25'000 | 26'673 CHF | 2'113 CHF | 100.00% | 100.00% |
14.11.2024 | 25.95% | 0.06 CHF | 0.08 CHF | 433'597 | 25'000 | 400'011 | 25'000 | 27'511 CHF | 2'235 CHF | 99.52% | 99.52% |
13.11.2024 | 22.24% | 0.08 CHF | 0.10 CHF | 387'797 | 25'000 | 347'964 | 24'941 | 30'251 CHF | 2'719 CHF | 99.32% | 99.32% |
12.11.2024 | 19.32% | 0.09 CHF | 0.11 CHF | 333'488 | 25'000 | 289'003 | 25'000 | 31'847 CHF | 3'367 CHF | 100.00% | 100.00% |
11.11.2024 | 15.76% | 0.14 CHF | 0.16 CHF | 244'390 | 25'000 | 256'249 | 25'000 | 34'287 CHF | 3'918 CHF | 100.00% | 100.00% |
08.11.2024 | 15.44% | 0.13 CHF | 0.15 CHF | 271'969 | 25'000 | 266'414 | 25'000 | 34'064 CHF | 3'732 CHF | 100.00% | 100.00% |
07.11.2024 | 14.15% | 0.14 CHF | 0.16 CHF | 243'729 | 25'000 | 246'438 | 24'769 | 35'511 CHF | 4'111 CHF | 98.53% | 98.53% |