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 | 13.74% | 0.10 CHF | 0.12 CHF | 313'408 | 50'000 | 314'608 | 50'000 | 31'347 CHF | 5'723 CHF | 100.00% | 100.00% |
19.11.2024 | 13.34% | 0.09 CHF | 0.11 CHF | 338'182 | 50'000 | 355'941 | 50'000 | 31'156 CHF | 4'999 CHF | 99.40% | 99.40% |
18.11.2024 | 15.15% | 0.09 CHF | 0.10 CHF | 353'914 | 50'000 | 352'442 | 43'384 | 30'457 CHF | 4'336 CHF | 100.00% | 100.00% |
15.11.2024 | 13.81% | 0.08 CHF | 0.09 CHF | 363'923 | 50'000 | 326'414 | 50'000 | 30'488 CHF | 5'402 CHF | 100.00% | 100.00% |
14.11.2024 | 10.42% | 0.11 CHF | 0.12 CHF | 305'415 | 50'000 | 305'739 | 50'000 | 32'923 CHF | 5'974 CHF | 99.52% | 99.52% |
13.11.2024 | 10.13% | 0.11 CHF | 0.12 CHF | 289'944 | 50'000 | 274'676 | 49'383 | 32'537 CHF | 6'478 CHF | 99.32% | 99.32% |
12.11.2024 | 8.25% | 0.13 CHF | 0.14 CHF | 270'380 | 50'000 | 247'199 | 50'000 | 35'610 CHF | 7'827 CHF | 100.00% | 100.00% |
11.11.2024 | 8.51% | 0.14 CHF | 0.15 CHF | 255'699 | 50'000 | 250'843 | 50'000 | 34'601 CHF | 7'510 CHF | 100.00% | 100.00% |
08.11.2024 | 9.72% | 0.14 CHF | 0.15 CHF | 254'993 | 50'000 | 255'492 | 50'000 | 34'447 CHF | 7'429 CHF | 100.00% | 100.00% |
07.11.2024 | 10.94% | 0.12 CHF | 0.14 CHF | 274'027 | 50'000 | 280'488 | 48'444 | 32'806 CHF | 6'307 CHF | 99.13% | 99.13% |