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 | 8.41% | 0.11 CHF | 0.12 CHF | 389'157 | 75'000 | 368'126 | 75'000 | 41'957 CHF | 9'328 CHF | 100.00% | 100.00% |
19.11.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 447'507 | 75'000 | 417'434 | 73'453 | 35'057 CHF | 6'958 CHF | 100.00% | 100.00% |
18.11.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 458'410 | 75'000 | 403'022 | 63'973 | 39'599 CHF | 6'847 CHF | 100.00% | 100.00% |
15.11.2024 | 9.41% | 0.11 CHF | 0.12 CHF | 365'467 | 75'000 | 404'125 | 75'000 | 41'036 CHF | 8'429 CHF | 100.00% | 100.00% |
14.11.2024 | 10.98% | 0.09 CHF | 0.10 CHF | 418'555 | 75'000 | 450'954 | 75'000 | 38'943 CHF | 7'243 CHF | 99.52% | 99.52% |
13.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 74'146 | 30'000 CHF | 5'190 CHF | 99.32% | 99.32% |
12.11.2024 | 12.00% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 487'716 | 75'000 | 38'306 CHF | 6'640 CHF | 100.00% | 100.00% |
11.11.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 448'816 | 75'000 | 448'387 | 75'000 | 38'579 CHF | 7'203 CHF | 100.00% | 100.00% |
08.11.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 488'679 | 75'000 | 492'409 | 75'000 | 39'190 CHF | 6'718 CHF | 100.00% | 100.00% |
07.11.2024 | 10.96% | 0.09 CHF | 0.10 CHF | 444'866 | 75'000 | 440'738 | 72'406 | 39'209 CHF | 7'220 CHF | 99.12% | 99.12% |