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 | 21.69% | 0.04 CHF | 0.05 CHF | 372'522 | 50'000 | 368'990 | 50'000 | 15'215 CHF | 2'566 CHF | 100.00% | 100.00% |
19.11.2024 | 22.04% | 0.04 CHF | 0.05 CHF | 371'850 | 50'000 | 369'867 | 50'000 | 14'964 CHF | 2'522 CHF | 100.00% | 100.00% |
18.11.2024 | 22.64% | 0.04 CHF | 0.05 CHF | 371'891 | 50'000 | 344'918 | 44'486 | 16'240 CHF | 2'591 CHF | 100.00% | 100.00% |
15.11.2024 | 13.94% | 0.06 CHF | 0.07 CHF | 285'619 | 50'000 | 266'727 | 50'000 | 17'826 CHF | 3'853 CHF | 100.00% | 100.00% |
14.11.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 237'035 | 50'000 | 244'323 | 50'000 | 20'325 CHF | 4'679 CHF | 99.52% | 99.52% |
13.11.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 260'055 | 50'000 | 248'678 | 49'704 | 19'815 CHF | 4'469 CHF | 99.32% | 99.32% |
12.11.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 261'481 | 50'000 | 244'763 | 50'000 | 19'079 CHF | 4'411 CHF | 100.00% | 100.00% |
11.11.2024 | 11.37% | 0.08 CHF | 0.09 CHF | 238'478 | 50'000 | 238'561 | 50'000 | 19'837 CHF | 4'657 CHF | 100.00% | 100.00% |
08.11.2024 | 11.01% | 0.08 CHF | 0.09 CHF | 236'706 | 50'000 | 237'527 | 50'000 | 20'452 CHF | 4'803 CHF | 100.00% | 100.00% |
07.11.2024 | 11.63% | 0.09 CHF | 0.10 CHF | 239'718 | 50'000 | 230'941 | 48'703 | 19'912 CHF | 4'706 CHF | 99.13% | 99.13% |