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 | 8.02% | 0.10 CHF | 0.11 CHF | 348'745 | 75'000 | 310'353 | 75'000 | 37'193 CHF | 9'749 CHF | 100.00% | 100.00% |
19.11.2024 | 9.17% | 0.11 CHF | 0.12 CHF | 322'168 | 75'000 | 342'452 | 75'000 | 35'705 CHF | 8'574 CHF | 100.00% | 100.00% |
18.11.2024 | 9.75% | 0.11 CHF | 0.12 CHF | 342'729 | 75'000 | 339'862 | 63'973 | 36'867 CHF | 7'584 CHF | 100.00% | 100.00% |
15.11.2024 | 8.82% | 0.12 CHF | 0.13 CHF | 331'918 | 75'000 | 362'755 | 75'000 | 39'299 CHF | 8'922 CHF | 100.00% | 100.00% |
14.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 351'040 | 75'000 | 372'135 | 75'000 | 36'907 CHF | 8'201 CHF | 99.52% | 99.52% |
13.11.2024 | 10.40% | 0.08 CHF | 0.09 CHF | 409'450 | 75'000 | 380'437 | 74'138 | 34'898 CHF | 7'579 CHF | 98.35% | 98.35% |
12.11.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 331'834 | 75'000 | 315'218 | 75'000 | 37'588 CHF | 9'700 CHF | 99.90% | 99.90% |
11.11.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 270'246 | 75'000 | 273'190 | 75'000 | 40'938 CHF | 11'989 CHF | 100.00% | 100.00% |
08.11.2024 | 6.63% | 0.14 CHF | 0.15 CHF | 277'306 | 75'000 | 280'489 | 75'000 | 40'956 CHF | 11'701 CHF | 100.00% | 100.00% |
07.11.2024 | 6.18% | 0.17 CHF | 0.18 CHF | 249'493 | 75'000 | 266'098 | 72'408 | 43'297 CHF | 12'601 CHF | 99.13% | 99.13% |