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 | 11.45% | 0.08 CHF | 0.09 CHF | 435'213 | 75'000 | 408'942 | 75'000 | 33'762 CHF | 6'942 CHF | 94.79% | 94.79% |
19.11.2024 | 12.93% | 0.08 CHF | 0.09 CHF | 444'343 | 75'000 | 422'273 | 75'000 | 30'642 CHF | 6'200 CHF | 100.00% | 100.00% |
18.11.2024 | 16.84% | 0.09 CHF | 0.10 CHF | 393'829 | 75'000 | 177'621 | 46'607 | 15'996 CHF | 4'819 CHF | 87.49% | 87.49% |
15.11.2024 | 10.16% | 0.10 CHF | 0.11 CHF | 379'455 | 75'000 | 389'036 | 75'000 | 36'436 CHF | 7'786 CHF | 98.83% | 98.83% |
14.11.2024 | 11.12% | 0.09 CHF | 0.10 CHF | 391'830 | 75'000 | 414'069 | 75'000 | 35'204 CHF | 7'143 CHF | 83.23% | 83.23% |
13.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 404'449 | 75'000 | 416'291 | 74'112 | 33'346 CHF | 6'678 CHF | 94.16% | 94.16% |
12.11.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 432'406 | 75'000 | 438'156 | 75'000 | 35'034 CHF | 6'747 CHF | 84.17% | 84.17% |
11.11.2024 | 8.62% | 0.10 CHF | 0.11 CHF | 350'360 | 75'000 | 335'264 | 75'000 | 37'291 CHF | 9'099 CHF | 94.79% | 94.79% |
08.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 385'131 | 75'000 | 385'731 | 75'000 | 38'253 CHF | 8'187 CHF | 100.00% | 100.00% |
07.11.2024 | 9.94% | 0.10 CHF | 0.11 CHF | 379'871 | 75'000 | 394'153 | 72'251 | 38'278 CHF | 7'768 CHF | 93.52% | 93.52% |