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 | 12.83% | 0.10 CHF | 0.12 CHF | 364'608 | 100'000 | 357'167 | 100'000 | 37'545 CHF | 11'945 CHF | 100.00% | 100.00% |
19.11.2024 | 14.05% | 0.09 CHF | 0.11 CHF | 374'118 | 100'000 | 350'618 | 100'000 | 37'402 CHF | 12'323 CHF | 100.00% | 100.00% |
18.11.2024 | 13.83% | 0.12 CHF | 0.13 CHF | 327'122 | 100'000 | 327'351 | 88'974 | 37'325 CHF | 11'573 CHF | 100.00% | 100.00% |
15.11.2024 | 12.77% | 0.11 CHF | 0.12 CHF | 337'556 | 100'000 | 335'200 | 100'000 | 38'012 CHF | 12'904 CHF | 99.99% | 99.99% |
14.11.2024 | 12.49% | 0.12 CHF | 0.14 CHF | 319'186 | 100'000 | 330'791 | 100'000 | 39'741 CHF | 13'624 CHF | 99.51% | 99.51% |
13.11.2024 | 11.98% | 0.12 CHF | 0.14 CHF | 329'794 | 100'000 | 320'323 | 99'147 | 39'769 CHF | 13'880 CHF | 99.31% | 99.31% |
12.11.2024 | 10.99% | 0.13 CHF | 0.14 CHF | 312'741 | 100'000 | 305'576 | 100'000 | 40'689 CHF | 14'862 CHF | 100.00% | 100.00% |
11.11.2024 | 12.15% | 0.14 CHF | 0.16 CHF | 296'691 | 100'000 | 293'235 | 100'000 | 41'445 CHF | 15'961 CHF | 100.00% | 100.00% |
08.11.2024 | 9.25% | 0.14 CHF | 0.15 CHF | 297'338 | 100'000 | 296'737 | 100'000 | 41'236 CHF | 15'248 CHF | 100.00% | 100.00% |
07.11.2024 | 10.27% | 0.15 CHF | 0.16 CHF | 287'311 | 100'000 | 293'610 | 97'408 | 41'919 CHF | 15'406 CHF | 99.13% | 99.13% |