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 | 13.30% | 0.06 CHF | 0.07 CHF | 384'063 | 50'000 | 352'425 | 50'000 | 24'849 CHF | 4'037 CHF | 100.00% | 100.00% |
19.11.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 366'811 | 50'000 | 346'982 | 50'000 | 24'869 CHF | 4'091 CHF | 99.40% | 99.40% |
18.11.2024 | 16.67% | 0.08 CHF | 0.09 CHF | 355'781 | 50'000 | 392'481 | 44'487 | 25'494 CHF | 3'425 CHF | 100.00% | 100.00% |
15.11.2024 | 17.09% | 0.05 CHF | 0.06 CHF | 433'302 | 50'000 | 427'863 | 50'000 | 23'070 CHF | 3'195 CHF | 100.00% | 100.00% |
14.11.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 425'298 | 50'000 | 425'294 | 50'000 | 25'454 CHF | 3'492 CHF | 99.52% | 99.52% |
13.11.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 434'457 | 50'000 | 391'325 | 49'704 | 23'581 CHF | 3'505 CHF | 99.32% | 99.32% |
12.11.2024 | 11.78% | 0.07 CHF | 0.08 CHF | 338'773 | 50'000 | 320'066 | 50'000 | 25'564 CHF | 4'494 CHF | 100.00% | 100.00% |
11.11.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 315'354 | 50'000 | 323'991 | 50'000 | 28'847 CHF | 4'953 CHF | 100.00% | 100.00% |
08.11.2024 | 12.62% | 0.08 CHF | 0.09 CHF | 316'779 | 50'000 | 360'268 | 50'000 | 26'801 CHF | 4'230 CHF | 100.00% | 100.00% |
07.11.2024 | 13.75% | 0.07 CHF | 0.08 CHF | 356'391 | 50'000 | 360'880 | 48'703 | 25'289 CHF | 3'909 CHF | 99.13% | 99.13% |