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 | 23.60% | 0.07 CHF | 0.09 CHF | 380'730 | 25'000 | 352'455 | 25'000 | 28'519 CHF | 2'574 CHF | 100.00% | 100.00% |
19.11.2024 | 23.09% | 0.08 CHF | 0.10 CHF | 381'041 | 25'000 | 356'268 | 25'000 | 29'091 CHF | 2'580 CHF | 100.00% | 100.00% |
18.11.2024 | 26.66% | 0.10 CHF | 0.12 CHF | 326'979 | 25'000 | 355'454 | 23'897 | 29'534 CHF | 2'586 CHF | 100.00% | 100.00% |
15.11.2024 | 17.96% | 0.10 CHF | 0.12 CHF | 311'820 | 25'000 | 310'974 | 25'000 | 31'925 CHF | 3'079 CHF | 100.00% | 100.00% |
14.11.2024 | 17.45% | 0.10 CHF | 0.12 CHF | 312'847 | 25'000 | 296'530 | 25'000 | 32'354 CHF | 3'252 CHF | 99.52% | 99.52% |
13.11.2024 | 15.69% | 0.12 CHF | 0.14 CHF | 291'104 | 25'000 | 261'905 | 24'941 | 34'993 CHF | 3'909 CHF | 99.32% | 99.32% |
12.11.2024 | 12.40% | 0.13 CHF | 0.16 CHF | 257'999 | 25'000 | 221'566 | 25'000 | 36'584 CHF | 4'699 CHF | 100.00% | 100.00% |
11.11.2024 | 11.17% | 0.20 CHF | 0.23 CHF | 192'616 | 25'000 | 201'139 | 25'000 | 39'015 CHF | 5'429 CHF | 100.00% | 100.00% |
08.11.2024 | 10.56% | 0.19 CHF | 0.21 CHF | 208'510 | 25'000 | 208'138 | 25'000 | 38'984 CHF | 5'207 CHF | 100.00% | 100.00% |
07.11.2024 | 10.85% | 0.20 CHF | 0.22 CHF | 194'896 | 25'000 | 196'010 | 24'769 | 40'563 CHF | 5'714 CHF | 98.53% | 98.53% |