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 | 19.69% | 0.06 CHF | 0.08 CHF | 467'557 | 100'000 | 471'243 | 100'000 | 31'032 CHF | 8'000 CHF | 100.00% | 100.00% |
19.11.2024 | 16.43% | 0.06 CHF | 0.07 CHF | 498'762 | 100'000 | 459'811 | 100'000 | 31'041 CHF | 7'997 CHF | 100.00% | 100.00% |
18.11.2024 | 25.32% | 0.07 CHF | 0.09 CHF | 432'882 | 100'000 | 422'640 | 88'973 | 29'158 CHF | 7'873 CHF | 100.00% | 100.00% |
15.11.2024 | 18.20% | 0.07 CHF | 0.08 CHF | 434'570 | 100'000 | 436'424 | 100'000 | 31'357 CHF | 8'619 CHF | 99.99% | 99.99% |
14.11.2024 | 17.46% | 0.08 CHF | 0.10 CHF | 416'147 | 100'000 | 431'611 | 100'000 | 33'602 CHF | 9'288 CHF | 99.52% | 99.52% |
13.11.2024 | 16.40% | 0.08 CHF | 0.09 CHF | 435'772 | 100'000 | 407'525 | 99'147 | 32'818 CHF | 9'416 CHF | 99.32% | 99.32% |
12.11.2024 | 12.33% | 0.08 CHF | 0.10 CHF | 400'329 | 100'000 | 390'942 | 100'000 | 34'607 CHF | 10'011 CHF | 100.00% | 100.00% |
11.11.2024 | 16.58% | 0.09 CHF | 0.11 CHF | 369'562 | 100'000 | 369'941 | 100'000 | 34'502 CHF | 11'000 CHF | 100.00% | 100.00% |
08.11.2024 | 18.25% | 0.09 CHF | 0.11 CHF | 381'954 | 100'000 | 382'398 | 100'000 | 34'416 CHF | 10'816 CHF | 100.00% | 100.00% |
07.11.2024 | 12.29% | 0.10 CHF | 0.11 CHF | 365'803 | 100'000 | 371'769 | 97'408 | 35'991 CHF | 10'644 CHF | 99.13% | 99.13% |