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 | 38.02% | 0.08 CHF | 0.10 CHF | 254'125 | 25'000 | 283'879 | 25'000 | 17'053 CHF | 2'208 CHF | 96.61% | 96.61% |
19.11.2024 | 46.63% | 0.05 CHF | 0.08 CHF | 323'711 | 25'000 | 322'033 | 25'000 | 15'153 CHF | 1'890 CHF | 99.99% | 99.99% |
18.11.2024 | 51.85% | 0.05 CHF | 0.08 CHF | 328'022 | 25'000 | 317'893 | 23'893 | 15'135 CHF | 1'925 CHF | 99.63% | 99.63% |
15.11.2024 | 43.74% | 0.05 CHF | 0.08 CHF | 300'649 | 25'000 | 299'618 | 25'000 | 15'530 CHF | 2'017 CHF | 100.00% | 100.00% |
14.11.2024 | 40.44% | 0.06 CHF | 0.09 CHF | 293'209 | 25'000 | 296'869 | 25'000 | 16'896 CHF | 2'141 CHF | 97.25% | 97.25% |
13.11.2024 | 39.01% | 0.06 CHF | 0.09 CHF | 300'315 | 25'000 | 296'328 | 24'963 | 17'314 CHF | 2'170 CHF | 97.09% | 97.09% |
12.11.2024 | 47.23% | 0.04 CHF | 0.07 CHF | 322'296 | 25'000 | 313'958 | 25'000 | 15'137 CHF | 1'949 CHF | 97.82% | 97.82% |
11.11.2024 | 36.20% | 0.06 CHF | 0.09 CHF | 264'361 | 25'000 | 265'502 | 25'000 | 16'652 CHF | 2'256 CHF | 97.60% | 97.60% |
08.11.2024 | 39.63% | 0.06 CHF | 0.09 CHF | 265'771 | 25'000 | 273'733 | 25'000 | 16'235 CHF | 2'217 CHF | 99.90% | 99.90% |
07.11.2024 | 34.31% | 0.06 CHF | 0.09 CHF | 267'245 | 25'000 | 259'309 | 24'973 | 17'751 CHF | 2'417 CHF | 93.09% | 93.09% |