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 | 12.84% | 0.10 CHF | 0.12 CHF | 368'686 | 50'000 | 368'234 | 50'000 | 37'276 CHF | 5'759 CHF | 100.00% | 100.00% |
19.11.2024 | 12.11% | 0.10 CHF | 0.11 CHF | 392'035 | 50'000 | 403'946 | 50'000 | 36'389 CHF | 5'088 CHF | 99.40% | 99.40% |
18.11.2024 | 15.00% | 0.09 CHF | 0.10 CHF | 421'650 | 50'000 | 417'128 | 43'384 | 36'283 CHF | 4'358 CHF | 100.00% | 100.00% |
15.11.2024 | 11.94% | 0.08 CHF | 0.09 CHF | 426'945 | 50'000 | 385'906 | 50'000 | 35'838 CHF | 5'260 CHF | 100.00% | 100.00% |
14.11.2024 | 12.99% | 0.10 CHF | 0.12 CHF | 357'270 | 50'000 | 359'576 | 50'000 | 37'331 CHF | 5'913 CHF | 99.52% | 99.52% |
13.11.2024 | 11.25% | 0.11 CHF | 0.12 CHF | 358'023 | 50'000 | 333'052 | 49'383 | 38'184 CHF | 6'334 CHF | 99.32% | 99.32% |
12.11.2024 | 8.37% | 0.12 CHF | 0.13 CHF | 318'197 | 50'000 | 300'526 | 50'000 | 40'717 CHF | 7'368 CHF | 100.00% | 100.00% |
11.11.2024 | 8.18% | 0.13 CHF | 0.14 CHF | 314'143 | 50'000 | 302'811 | 50'000 | 39'339 CHF | 7'051 CHF | 100.00% | 100.00% |
08.11.2024 | 8.44% | 0.13 CHF | 0.14 CHF | 298'274 | 50'000 | 306'809 | 50'000 | 39'441 CHF | 6'993 CHF | 100.00% | 100.00% |
07.11.2024 | 11.02% | 0.12 CHF | 0.13 CHF | 333'132 | 50'000 | 339'644 | 48'444 | 38'745 CHF | 6'155 CHF | 99.13% | 99.13% |