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 | 18.06% | 0.05 CHF | 0.06 CHF | 328'346 | 50'000 | 329'907 | 50'000 | 16'639 CHF | 3'022 CHF | 100.00% | 100.00% |
19.11.2024 | 20.60% | 0.05 CHF | 0.06 CHF | 384'031 | 50'000 | 384'816 | 50'000 | 16'942 CHF | 2'700 CHF | 99.94% | 99.94% |
18.11.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 384'731 | 50'000 | 325'743 | 46'392 | 15'554 CHF | 2'690 CHF | 90.66% | 90.66% |
15.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 350'646 | 50'000 | 350'646 | 50'000 | 17'532 CHF | 3'000 CHF | 100.00% | 100.00% |
14.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 298'776 | 50'000 | 298'776 | 50'000 | 17'927 CHF | 3'500 CHF | 99.44% | 99.44% |
13.11.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 302'512 | 50'000 | 298'158 | 49'819 | 17'890 CHF | 3'494 CHF | 98.88% | 98.88% |
12.11.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 277'975 | 50'000 | 281'985 | 50'000 | 19'668 CHF | 3'988 CHF | 99.99% | 99.99% |
11.11.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 243'872 | 50'000 | 243'311 | 50'000 | 19'609 CHF | 4'529 CHF | 100.00% | 100.00% |
08.11.2024 | 10.87% | 0.08 CHF | 0.09 CHF | 241'520 | 50'000 | 237'177 | 50'000 | 20'674 CHF | 4'861 CHF | 88.69% | 88.69% |
07.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 228'854 | 50'000 | 226'070 | 48'703 | 20'349 CHF | 4'871 CHF | 99.06% | 99.06% |