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 | 27.34% | 0.06 CHF | 0.08 CHF | 414'885 | 75'000 | 406'181 | 75'000 | 24'187 CHF | 5'903 CHF | 100.00% | 100.00% |
19.11.2024 | 19.91% | 0.07 CHF | 0.08 CHF | 372'965 | 75'000 | 331'196 | 75'000 | 26'067 CHF | 7'241 CHF | 100.00% | 100.00% |
18.11.2024 | 18.46% | 0.10 CHF | 0.11 CHF | 289'361 | 50'000 | 271'213 | 44'487 | 29'320 CHF | 5'711 CHF | 100.00% | 100.00% |
15.11.2024 | 14.29% | 0.13 CHF | 0.15 CHF | 252'953 | 50'000 | 255'390 | 50'000 | 31'618 CHF | 7'182 CHF | 99.99% | 99.99% |
14.11.2024 | 8.80% | 0.19 CHF | 0.21 CHF | 186'804 | 50'000 | 168'793 | 50'000 | 37'860 CHF | 12'368 CHF | 99.52% | 99.52% |
13.11.2024 | 7.60% | 0.29 CHF | 0.31 CHF | 142'755 | 50'000 | 153'155 | 49'696 | 39'609 CHF | 13'956 CHF | 97.02% | 97.02% |
12.11.2024 | 5.48% | 0.34 CHF | 0.36 CHF | 126'469 | 50'000 | 121'476 | 50'000 | 44'689 CHF | 19'438 CHF | 100.00% | 100.00% |
11.11.2024 | 5.37% | 0.37 CHF | 0.39 CHF | 118'621 | 50'000 | 119'680 | 50'000 | 43'851 CHF | 19'340 CHF | 96.53% | 96.53% |
08.11.2024 | 6.63% | 0.34 CHF | 0.36 CHF | 126'816 | 50'000 | 132'604 | 50'000 | 41'335 CHF | 16'665 CHF | 92.92% | 92.92% |
07.11.2024 | 6.94% | 0.31 CHF | 0.33 CHF | 132'066 | 50'000 | 132'460 | 48'703 | 41'377 CHF | 16'295 CHF | 99.12% | 99.12% |