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 | 16.07% | 0.05 CHF | 0.06 CHF | 471'199 | 75'000 | 460'511 | 75'000 | 26'485 CHF | 5'066 CHF | 94.79% | 94.79% |
19.11.2024 | 17.81% | 0.05 CHF | 0.06 CHF | 471'375 | 75'000 | 466'018 | 75'000 | 23'868 CHF | 4'599 CHF | 100.00% | 100.00% |
18.11.2024 | 23.51% | 0.07 CHF | 0.08 CHF | 430'615 | 75'000 | 193'243 | 46'607 | 12'893 CHF | 3'710 CHF | 87.49% | 87.49% |
15.11.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 393'765 | 75'000 | 432'930 | 75'000 | 30'409 CHF | 6'028 CHF | 98.83% | 98.83% |
14.11.2024 | 14.48% | 0.07 CHF | 0.08 CHF | 423'948 | 75'000 | 461'041 | 75'000 | 29'550 CHF | 5'585 CHF | 83.23% | 83.23% |
13.11.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 480'638 | 75'000 | 479'753 | 74'112 | 28'627 CHF | 5'163 CHF | 94.16% | 94.16% |
12.11.2024 | 15.66% | 0.06 CHF | 0.07 CHF | 477'574 | 75'000 | 479'036 | 75'000 | 28'268 CHF | 5'177 CHF | 84.17% | 84.17% |
11.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 359'483 | 75'000 | 344'113 | 75'000 | 30'180 CHF | 7'337 CHF | 94.79% | 94.79% |
08.11.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 402'077 | 75'000 | 402'464 | 75'000 | 30'169 CHF | 6'365 CHF | 100.00% | 100.00% |
07.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 408'659 | 75'000 | 417'697 | 72'251 | 30'464 CHF | 6'027 CHF | 93.52% | 93.52% |