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 | 37.13% | 0.03 CHF | 0.05 CHF | 440'745 | 20'000 | 406'776 | 20'000 | 15'785 CHF | 1'132 CHF | 100.00% | 100.00% |
19.11.2024 | 24.75% | 0.04 CHF | 0.05 CHF | 464'934 | 20'000 | 472'974 | 20'000 | 17'045 CHF | 921 CHF | 97.46% | 97.46% |
18.11.2024 | 25.82% | 0.04 CHF | 0.05 CHF | 407'384 | 20'000 | 438'099 | 17'243 | 17'655 CHF | 884 CHF | 100.00% | 100.00% |
15.11.2024 | 16.70% | 0.05 CHF | 0.06 CHF | 417'060 | 20'000 | 358'730 | 20'000 | 19'764 CHF | 1'314 CHF | 100.00% | 100.00% |
14.11.2024 | 13.95% | 0.08 CHF | 0.09 CHF | 293'949 | 20'000 | 326'217 | 20'000 | 21'863 CHF | 1'546 CHF | 99.44% | 99.44% |
13.11.2024 | 18.05% | 0.05 CHF | 0.06 CHF | 442'669 | 20'000 | 400'733 | 19'804 | 20'408 CHF | 1'219 CHF | 98.88% | 98.88% |
12.11.2024 | 13.36% | 0.06 CHF | 0.07 CHF | 332'797 | 20'000 | 322'910 | 20'000 | 22'634 CHF | 1'605 CHF | 100.00% | 100.00% |
11.11.2024 | 8.96% | 0.10 CHF | 0.11 CHF | 234'041 | 20'000 | 234'761 | 20'000 | 25'078 CHF | 2'337 CHF | 99.58% | 99.58% |
08.11.2024 | 10.50% | 0.08 CHF | 0.09 CHF | 265'481 | 20'000 | 252'836 | 20'000 | 22'934 CHF | 2'026 CHF | 93.99% | 93.99% |
07.11.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 210'567 | 20'000 | 200'453 | 19'343 | 24'434 CHF | 2'565 CHF | 97.91% | 97.91% |