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 | 10.53% | 0.09 CHF | 0.10 CHF | 298'815 | 50'000 | 298'815 | 50'000 | 26'893 CHF | 5'000 CHF | 100.00% | 100.00% |
19.11.2024 | 11.84% | 0.08 CHF | 0.09 CHF | 327'559 | 50'000 | 323'821 | 50'000 | 25'742 CHF | 4'475 CHF | 99.94% | 99.94% |
18.11.2024 | 13.58% | 0.08 CHF | 0.09 CHF | 295'523 | 50'000 | 298'217 | 44'466 | 24'168 CHF | 4'101 CHF | 99.64% | 99.64% |
15.11.2024 | 11.06% | 0.08 CHF | 0.09 CHF | 296'829 | 50'000 | 298'800 | 50'000 | 25'604 CHF | 4'783 CHF | 100.00% | 100.00% |
14.11.2024 | 9.80% | 0.10 CHF | 0.11 CHF | 276'525 | 50'000 | 275'152 | 50'000 | 26'754 CHF | 5'363 CHF | 99.44% | 99.44% |
13.11.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 265'085 | 50'000 | 261'985 | 49'819 | 26'171 CHF | 5'477 CHF | 98.88% | 98.88% |
12.11.2024 | 8.87% | 0.11 CHF | 0.12 CHF | 245'921 | 50'000 | 252'430 | 50'000 | 27'241 CHF | 5'895 CHF | 99.99% | 99.99% |
11.11.2024 | 7.97% | 0.11 CHF | 0.12 CHF | 234'830 | 50'000 | 222'905 | 50'000 | 26'872 CHF | 6'528 CHF | 100.00% | 100.00% |
08.11.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 221'230 | 50'000 | 221'340 | 50'000 | 27'284 CHF | 6'663 CHF | 88.69% | 88.69% |
07.11.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 212'308 | 50'000 | 219'480 | 48'703 | 28'274 CHF | 6'760 CHF | 99.06% | 99.06% |