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 | 11.64% | 0.14 CHF | 0.15 CHF | 221'693 | 75'000 | 228'475 | 75'000 | 30'207 CHF | 11'145 CHF | 99.00% | 99.00% |
19.11.2024 | 12.23% | 0.13 CHF | 0.15 CHF | 224'782 | 75'000 | 221'130 | 75'000 | 30'609 CHF | 11'740 CHF | 100.00% | 100.00% |
18.11.2024 | 13.79% | 0.15 CHF | 0.17 CHF | 208'352 | 75'000 | 208'370 | 63'971 | 30'007 CHF | 10'471 CHF | 100.00% | 100.00% |
15.11.2024 | 14.13% | 0.17 CHF | 0.18 CHF | 193'811 | 75'000 | 108'583 | 54'325 | 17'329 CHF | 9'655 CHF | 100.00% | 100.00% |
14.11.2024 | 17.40% | 0.15 CHF | 0.17 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 5'160 CHF | 6'143 CHF | 99.22% | 99.22% |
13.11.2024 | 16.50% | 0.14 CHF | 0.17 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 5'259 CHF | 6'198 CHF | 99.36% | 99.36% |
12.11.2024 | 16.83% | 0.13 CHF | 0.16 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 5'493 CHF | 6'501 CHF | 100.00% | 100.00% |
11.11.2024 | 13.64% | 0.19 CHF | 0.21 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 6'792 CHF | 7'787 CHF | 100.00% | 100.00% |
08.11.2024 | 8.76% | 0.18 CHF | 0.19 CHF | 183'089 | 75'000 | 180'534 | 75'000 | 32'517 CHF | 14'761 CHF | 100.00% | 100.00% |
07.11.2024 | 7.67% | 0.22 CHF | 0.23 CHF | 157'918 | 75'000 | 158'497 | 72'396 | 35'117 CHF | 17'296 CHF | 98.73% | 98.73% |