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 | 22.60% | 0.04 CHF | 0.05 CHF | 493'009 | 25'000 | 492'326 | 25'000 | 19'396 CHF | 1'235 CHF | 69.94% | 69.94% |
19.11.2024 | 27.84% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 496'504 | 25'000 | 15'435 CHF | 1'029 CHF | 99.58% | 99.58% |
18.11.2024 | 20.37% | 0.05 CHF | 0.06 CHF | 437'455 | 25'000 | 465'022 | 23'897 | 22'684 CHF | 1'431 CHF | 100.00% | 100.00% |
15.11.2024 | 16.83% | 0.05 CHF | 0.06 CHF | 456'342 | 25'000 | 410'274 | 25'000 | 22'447 CHF | 1'621 CHF | 92.00% | 92.00% |
14.11.2024 | 13.85% | 0.07 CHF | 0.08 CHF | 342'518 | 25'000 | 363'905 | 25'000 | 24'532 CHF | 1'937 CHF | 93.90% | 93.90% |
13.11.2024 | 14.61% | 0.07 CHF | 0.08 CHF | 377'803 | 25'000 | 366'678 | 24'962 | 23'375 CHF | 1'842 CHF | 94.20% | 94.20% |
12.11.2024 | 12.69% | 0.07 CHF | 0.08 CHF | 330'863 | 25'000 | 317'121 | 25'000 | 23'421 CHF | 2'103 CHF | 70.38% | 70.38% |
11.11.2024 | 9.28% | 0.11 CHF | 0.12 CHF | 259'262 | 25'000 | 261'972 | 25'000 | 27'011 CHF | 2'832 CHF | 100.00% | 100.00% |
08.11.2024 | 11.54% | 0.09 CHF | 0.10 CHF | 285'062 | 25'000 | 299'868 | 25'000 | 24'555 CHF | 2'299 CHF | 99.69% | 99.69% |
07.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 278'622 | 25'000 | 283'862 | 24'892 | 26'122 CHF | 2'545 CHF | 95.98% | 95.98% |