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 | 14.49% | 0.06 CHF | 0.07 CHF | 438'346 | 50'000 | 394'201 | 50'000 | 25'358 CHF | 3'722 CHF | 100.00% | 100.00% |
19.11.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 430'329 | 50'000 | 426'387 | 50'000 | 24'396 CHF | 3'370 CHF | 100.00% | 100.00% |
18.11.2024 | 20.59% | 0.07 CHF | 0.08 CHF | 385'875 | 50'000 | 379'838 | 44'486 | 23'439 CHF | 3'332 CHF | 100.00% | 100.00% |
15.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 311'499 | 50'000 | 311'499 | 50'000 | 24'920 CHF | 4'500 CHF | 100.00% | 100.00% |
14.11.2024 | 9.76% | 0.09 CHF | 0.10 CHF | 285'770 | 50'000 | 271'843 | 50'000 | 26'628 CHF | 5'405 CHF | 99.27% | 99.27% |
13.11.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 264'157 | 50'000 | 265'873 | 49'694 | 27'173 CHF | 5'585 CHF | 98.49% | 98.49% |
12.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 266'538 | 50'000 | 266'478 | 50'000 | 26'649 CHF | 5'502 CHF | 100.00% | 100.00% |
11.11.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 247'039 | 50'000 | 252'179 | 50'000 | 29'655 CHF | 6'386 CHF | 100.00% | 100.00% |
08.11.2024 | 12.83% | 0.10 CHF | 0.11 CHF | 265'858 | 50'000 | 264'734 | 50'000 | 26'745 CHF | 5'747 CHF | 100.00% | 100.00% |
07.11.2024 | 9.53% | 0.11 CHF | 0.12 CHF | 268'175 | 50'000 | 269'595 | 48'704 | 28'527 CHF | 5'672 CHF | 99.23% | 99.23% |