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 | 12.40% | 0.11 CHF | 0.13 CHF | 208'714 | 50'000 | 203'058 | 50'000 | 24'014 CHF | 6'704 CHF | 100.00% | 100.00% |
19.11.2024 | 9.58% | 0.11 CHF | 0.12 CHF | 208'997 | 50'000 | 223'432 | 50'000 | 22'288 CHF | 5'503 CHF | 99.95% | 99.95% |
18.11.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 214'924 | 50'000 | 221'401 | 44'486 | 23'882 CHF | 5'215 CHF | 100.00% | 100.00% |
15.11.2024 | 8.63% | 0.12 CHF | 0.13 CHF | 218'546 | 50'000 | 227'918 | 50'000 | 25'308 CHF | 6'070 CHF | 100.00% | 100.00% |
14.11.2024 | 10.81% | 0.10 CHF | 0.11 CHF | 233'181 | 50'000 | 261'263 | 50'000 | 22'948 CHF | 4'913 CHF | 99.21% | 99.21% |
13.11.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 284'611 | 50'000 | 281'265 | 49'448 | 21'289 CHF | 4'245 CHF | 99.35% | 99.35% |
12.11.2024 | 11.28% | 0.08 CHF | 0.09 CHF | 266'954 | 50'000 | 268'731 | 50'000 | 22'554 CHF | 4'698 CHF | 100.00% | 100.00% |
11.11.2024 | 7.74% | 0.11 CHF | 0.12 CHF | 224'020 | 50'000 | 216'009 | 50'000 | 26'913 CHF | 6'747 CHF | 100.00% | 100.00% |
08.11.2024 | 18.40% | 0.10 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'259 CHF | 2'714 CHF | 96.75% | 96.75% |
07.11.2024 | 7.33% | 0.15 CHF | 0.16 CHF | 222'415 | 50'000 | 232'271 | 48'696 | 31'558 CHF | 7'112 CHF | 98.73% | 98.73% |