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 | 19.97% | 0.07 CHF | 0.09 CHF | 271'643 | 75'000 | 286'138 | 75'000 | 19'720 CHF | 6'319 CHF | 99.00% | 99.00% |
19.11.2024 | 18.02% | 0.07 CHF | 0.09 CHF | 267'804 | 75'000 | 270'681 | 75'000 | 20'578 CHF | 6'834 CHF | 100.00% | 100.00% |
18.11.2024 | 22.13% | 0.09 CHF | 0.11 CHF | 245'183 | 75'000 | 244'410 | 63'971 | 20'717 CHF | 6'672 CHF | 100.00% | 100.00% |
15.11.2024 | 21.15% | 0.11 CHF | 0.12 CHF | 215'605 | 75'000 | 121'884 | 54'325 | 12'111 CHF | 6'273 CHF | 100.00% | 100.00% |
14.11.2024 | 29.45% | 0.09 CHF | 0.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'963 CHF | 3'987 CHF | 99.22% | 99.22% |
13.11.2024 | 28.32% | 0.08 CHF | 0.11 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 3'069 CHF | 4'069 CHF | 99.36% | 99.36% |
12.11.2024 | 26.01% | 0.07 CHF | 0.10 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'294 CHF | 4'280 CHF | 100.00% | 100.00% |
11.11.2024 | 19.10% | 0.12 CHF | 0.15 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'462 CHF | 5'403 CHF | 100.00% | 100.00% |
08.11.2024 | 12.78% | 0.11 CHF | 0.13 CHF | 203'949 | 75'000 | 200'269 | 75'000 | 23'624 CHF | 10'067 CHF | 100.00% | 100.00% |
07.11.2024 | 10.96% | 0.15 CHF | 0.17 CHF | 165'067 | 75'000 | 166'343 | 71'924 | 26'055 CHF | 12'520 CHF | 83.59% | 83.59% |