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 | 16.96% | 0.07 CHF | 0.09 CHF | 449'302 | 100'000 | 426'923 | 100'000 | 33'704 CHF | 9'368 CHF | 100.00% | 100.00% |
19.11.2024 | 19.93% | 0.08 CHF | 0.10 CHF | 407'283 | 100'000 | 404'147 | 99'785 | 33'406 CHF | 10'071 CHF | 100.00% | 100.00% |
18.11.2024 | 19.48% | 0.09 CHF | 0.11 CHF | 398'718 | 100'000 | 399'774 | 88'971 | 34'563 CHF | 9'290 CHF | 100.00% | 100.00% |
15.11.2024 | 13.41% | 0.09 CHF | 0.11 CHF | 381'353 | 100'000 | 370'189 | 100'000 | 36'078 CHF | 11'149 CHF | 100.00% | 100.00% |
14.11.2024 | 12.54% | 0.10 CHF | 0.12 CHF | 354'281 | 100'000 | 350'019 | 100'000 | 37'212 CHF | 12'057 CHF | 99.27% | 99.27% |
13.11.2024 | 15.75% | 0.11 CHF | 0.12 CHF | 357'849 | 100'000 | 386'419 | 99'134 | 36'002 CHF | 10'823 CHF | 99.40% | 99.40% |
12.11.2024 | 15.98% | 0.10 CHF | 0.11 CHF | 366'777 | 100'000 | 346'980 | 100'000 | 37'693 CHF | 12'757 CHF | 100.00% | 100.00% |
11.11.2024 | 15.48% | 0.12 CHF | 0.14 CHF | 324'972 | 100'000 | 345'773 | 100'000 | 38'181 CHF | 12'897 CHF | 100.00% | 100.00% |
08.11.2024 | 14.47% | 0.11 CHF | 0.12 CHF | 344'105 | 100'000 | 335'517 | 100'000 | 37'250 CHF | 12'840 CHF | 99.95% | 99.95% |
07.11.2024 | 12.73% | 0.13 CHF | 0.14 CHF | 309'789 | 100'000 | 305'937 | 97'491 | 39'475 CHF | 14'273 CHF | 99.05% | 99.05% |