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 | 18.31% | 0.05 CHF | 0.06 CHF | 486'623 | 50'000 | 441'891 | 50'000 | 25'461 CHF | 3'467 CHF | 100.00% | 100.00% |
19.11.2024 | 25.05% | 0.05 CHF | 0.07 CHF | 495'832 | 50'000 | 489'161 | 50'000 | 24'614 CHF | 3'247 CHF | 100.00% | 100.00% |
18.11.2024 | 19.11% | 0.06 CHF | 0.07 CHF | 481'195 | 50'000 | 464'845 | 43'384 | 27'697 CHF | 3'083 CHF | 100.00% | 100.00% |
15.11.2024 | 20.71% | 0.06 CHF | 0.08 CHF | 442'834 | 50'000 | 438'600 | 50'000 | 27'336 CHF | 3'839 CHF | 100.00% | 100.00% |
14.11.2024 | 15.13% | 0.06 CHF | 0.08 CHF | 420'834 | 50'000 | 425'082 | 50'000 | 29'256 CHF | 4'000 CHF | 99.27% | 99.27% |
13.11.2024 | 18.39% | 0.06 CHF | 0.08 CHF | 434'720 | 50'000 | 426'465 | 49'375 | 26'813 CHF | 3'737 CHF | 99.40% | 99.40% |
12.11.2024 | 12.84% | 0.07 CHF | 0.08 CHF | 394'238 | 50'000 | 387'709 | 50'000 | 30'282 CHF | 4'439 CHF | 100.00% | 100.00% |
11.11.2024 | 14.36% | 0.09 CHF | 0.10 CHF | 347'294 | 50'000 | 351'435 | 50'000 | 30'478 CHF | 4'999 CHF | 100.00% | 100.00% |
08.11.2024 | 15.11% | 0.07 CHF | 0.08 CHF | 386'105 | 50'000 | 390'577 | 50'000 | 27'340 CHF | 4'076 CHF | 100.00% | 100.00% |
07.11.2024 | 18.50% | 0.07 CHF | 0.09 CHF | 384'938 | 50'000 | 389'351 | 48'743 | 28'297 CHF | 4'264 CHF | 99.06% | 99.06% |