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 | 23.97% | 0.07 CHF | 0.09 CHF | 375'611 | 100'000 | 383'558 | 100'000 | 24'715 CHF | 8'199 CHF | 99.00% | 99.00% |
19.11.2024 | 22.78% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 499'165 | 100'000 | 19'571 CHF | 4'921 CHF | 99.99% | 99.99% |
18.11.2024 | 25.60% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 499'466 | 88'971 | 19'061 CHF | 4'319 CHF | 100.00% | 100.00% |
15.11.2024 | 16.17% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 435'676 | 100'000 | 25'144 CHF | 6'851 CHF | 85.14% | 85.14% |
14.11.2024 | 10.61% | 0.08 CHF | 0.09 CHF | 388'359 | 100'000 | 353'371 | 100'000 | 31'624 CHF | 9'961 CHF | 76.31% | 76.31% |
13.11.2024 | 8.32% | 0.13 CHF | 0.14 CHF | 291'518 | 100'000 | 309'306 | 100'000 | 35'667 CHF | 12'550 CHF | 80.62% | 80.62% |
12.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 257'170 | 100'000 | 261'470 | 100'000 | 42'744 CHF | 17'847 CHF | 93.24% | 93.24% |
11.11.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 345'079 | 100'000 | 345'292 | 100'000 | 40'336 CHF | 12'697 CHF | 66.75% | 66.75% |
08.11.2024 | 9.72% | 0.09 CHF | 0.10 CHF | 426'114 | 100'000 | 390'334 | 100'000 | 38'310 CHF | 10'892 CHF | 40.88% | 40.88% |
07.11.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 323'538 | 100'000 | 316'633 | 97'154 | 41'115 CHF | 13'650 CHF | 90.39% | 90.39% |