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 | 22.71% | 0.06 CHF | 0.08 CHF | 257'102 | 75'000 | 233'564 | 75'000 | 16'441 CHF | 6'650 CHF | 94.79% | 94.79% |
19.11.2024 | 15.07% | 0.06 CHF | 0.07 CHF | 256'027 | 75'000 | 264'840 | 75'000 | 16'285 CHF | 5'388 CHF | 87.71% | 87.71% |
18.11.2024 | 15.53% | 0.09 CHF | 0.10 CHF | 223'191 | 75'000 | 110'110 | 46'607 | 9'231 CHF | 4'579 CHF | 87.49% | 87.49% |
15.11.2024 | 9.65% | 0.11 CHF | 0.12 CHF | 214'548 | 75'000 | 225'471 | 75'000 | 22'323 CHF | 8'202 CHF | 94.88% | 94.88% |
14.11.2024 | 11.53% | 0.09 CHF | 0.10 CHF | 230'131 | 75'000 | 249'587 | 75'000 | 20'514 CHF | 6'958 CHF | 83.23% | 83.23% |
13.11.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 262'256 | 75'000 | 262'292 | 74'112 | 20'292 CHF | 6'487 CHF | 94.15% | 94.15% |
12.11.2024 | 12.92% | 0.07 CHF | 0.08 CHF | 267'167 | 75'000 | 266'657 | 75'000 | 19'350 CHF | 6'199 CHF | 83.54% | 83.54% |
11.11.2024 | 7.42% | 0.11 CHF | 0.12 CHF | 205'304 | 75'000 | 195'800 | 75'000 | 25'472 CHF | 10'520 CHF | 94.79% | 94.79% |
08.11.2024 | 9.86% | 0.11 CHF | 0.12 CHF | 212'897 | 75'000 | 235'834 | 75'000 | 22'750 CHF | 8'003 CHF | 100.00% | 100.00% |
07.11.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 232'721 | 75'000 | 240'122 | 72'245 | 22'658 CHF | 7'605 CHF | 93.31% | 93.31% |