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 | 9.49% | 0.09 CHF | 0.10 CHF | 340'557 | 50'000 | 320'965 | 50'000 | 32'281 CHF | 5'539 CHF | 100.00% | 100.00% |
19.11.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 327'493 | 50'000 | 316'291 | 50'000 | 32'211 CHF | 5'597 CHF | 99.40% | 99.40% |
18.11.2024 | 11.86% | 0.11 CHF | 0.12 CHF | 321'509 | 50'000 | 343'028 | 44'487 | 33'187 CHF | 4'843 CHF | 100.00% | 100.00% |
15.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 367'108 | 50'000 | 371'524 | 50'000 | 32'415 CHF | 4'861 CHF | 100.00% | 100.00% |
14.11.2024 | 10.38% | 0.09 CHF | 0.10 CHF | 345'115 | 50'000 | 355'982 | 50'000 | 32'554 CHF | 5'075 CHF | 99.52% | 99.52% |
13.11.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 368'534 | 50'000 | 344'167 | 49'704 | 31'681 CHF | 5'084 CHF | 99.32% | 99.32% |
12.11.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 297'238 | 50'000 | 298'963 | 50'000 | 34'831 CHF | 6'326 CHF | 100.00% | 100.00% |
11.11.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 281'777 | 50'000 | 284'553 | 50'000 | 35'458 CHF | 6'733 CHF | 100.00% | 100.00% |
08.11.2024 | 9.02% | 0.12 CHF | 0.13 CHF | 295'610 | 50'000 | 317'253 | 50'000 | 33'657 CHF | 5'818 CHF | 100.00% | 100.00% |
07.11.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 317'121 | 50'000 | 319'337 | 48'703 | 33'517 CHF | 5'618 CHF | 99.13% | 99.13% |