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 | 29.59% | 0.10 CHF | 0.13 CHF | 185'288 | 75'000 | 187'643 | 75'000 | 18'790 CHF | 10'187 CHF | 100.00% | 100.00% |
19.11.2024 | 11.37% | 0.12 CHF | 0.14 CHF | 173'319 | 75'000 | 155'412 | 75'000 | 23'209 CHF | 12'632 CHF | 100.00% | 100.00% |
18.11.2024 | 9.75% | 0.18 CHF | 0.20 CHF | 136'067 | 50'000 | 133'413 | 43'766 | 29'338 CHF | 10'400 CHF | 88.43% | 88.43% |
15.11.2024 | 7.23% | 0.26 CHF | 0.28 CHF | 132'354 | 50'000 | 133'406 | 50'000 | 33'911 CHF | 13'719 CHF | 99.99% | 99.99% |
14.11.2024 | 4.64% | 0.37 CHF | 0.39 CHF | 106'836 | 50'000 | 100'014 | 50'000 | 43'666 CHF | 22'998 CHF | 99.52% | 99.52% |
13.11.2024 | 4.45% | 0.49 CHF | 0.51 CHF | 94'189 | 50'000 | 95'754 | 49'591 | 45'322 CHF | 24'603 CHF | 72.07% | 72.07% |
12.11.2024 | 4.39% | 0.63 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'496 CHF | 34'935 CHF | 72.74% | 72.74% |
11.11.2024 | 4.54% | 0.67 CHF | 0.70 CHF | 80'000 | 50'000 | 80'028 | 50'000 | 53'440 CHF | 34'939 CHF | 96.53% | 96.53% |
08.11.2024 | 5.21% | 0.63 CHF | 0.66 CHF | 84'603 | 50'000 | 86'757 | 50'000 | 50'449 CHF | 30'640 CHF | 84.58% | 84.58% |
07.11.2024 | 5.24% | 0.59 CHF | 0.62 CHF | 87'272 | 50'000 | 87'091 | 48'703 | 51'118 CHF | 30'110 CHF | 99.12% | 99.12% |