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 | 16.95% | 0.10 CHF | 0.12 CHF | 364'607 | 25'000 | 339'184 | 25'000 | 37'439 CHF | 3'279 CHF | 100.00% | 100.00% |
19.11.2024 | 18.32% | 0.11 CHF | 0.13 CHF | 364'345 | 25'000 | 350'223 | 25'000 | 37'767 CHF | 3'247 CHF | 100.00% | 100.00% |
18.11.2024 | 21.09% | 0.13 CHF | 0.15 CHF | 320'370 | 25'000 | 353'173 | 23'897 | 38'722 CHF | 3'228 CHF | 100.00% | 100.00% |
15.11.2024 | 15.15% | 0.13 CHF | 0.15 CHF | 301'387 | 25'000 | 316'167 | 25'000 | 40'125 CHF | 3'697 CHF | 100.00% | 100.00% |
14.11.2024 | 14.60% | 0.12 CHF | 0.15 CHF | 326'110 | 25'000 | 300'314 | 25'000 | 41'081 CHF | 3'962 CHF | 99.52% | 99.52% |
13.11.2024 | 12.60% | 0.14 CHF | 0.17 CHF | 292'905 | 25'000 | 271'207 | 24'941 | 43'226 CHF | 4'516 CHF | 99.32% | 99.32% |
12.11.2024 | 10.72% | 0.16 CHF | 0.18 CHF | 264'905 | 25'000 | 237'093 | 25'000 | 44'632 CHF | 5'255 CHF | 100.00% | 100.00% |
11.11.2024 | 10.70% | 0.23 CHF | 0.25 CHF | 203'943 | 25'000 | 217'243 | 25'000 | 46'639 CHF | 5'977 CHF | 98.28% | 98.28% |
08.11.2024 | 9.76% | 0.21 CHF | 0.23 CHF | 226'226 | 25'000 | 222'283 | 25'000 | 46'208 CHF | 5'732 CHF | 100.00% | 100.00% |
07.11.2024 | 10.58% | 0.22 CHF | 0.24 CHF | 210'987 | 25'000 | 211'953 | 24'769 | 47'697 CHF | 6'198 CHF | 98.53% | 98.53% |