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 | 20.23% | 0.07 CHF | 0.09 CHF | 211'439 | 50'000 | 193'122 | 50'000 | 16'318 CHF | 5'195 CHF | 100.00% | 100.00% |
19.11.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 198'684 | 50'000 | 193'572 | 50'000 | 17'297 CHF | 4'992 CHF | 99.37% | 99.37% |
18.11.2024 | 13.49% | 0.10 CHF | 0.11 CHF | 190'935 | 50'000 | 208'365 | 44'487 | 17'452 CHF | 4'275 CHF | 100.00% | 100.00% |
15.11.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 241'239 | 50'000 | 235'582 | 50'000 | 16'457 CHF | 3'996 CHF | 100.00% | 100.00% |
14.11.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 225'280 | 50'000 | 222'135 | 50'000 | 17'475 CHF | 4'436 CHF | 99.52% | 99.52% |
13.11.2024 | 12.10% | 0.07 CHF | 0.08 CHF | 231'249 | 50'000 | 216'143 | 49'704 | 17'236 CHF | 4'488 CHF | 99.31% | 99.31% |
12.11.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 178'312 | 50'000 | 176'956 | 50'000 | 20'714 CHF | 6'354 CHF | 100.00% | 100.00% |
11.11.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 172'251 | 50'000 | 168'416 | 50'000 | 22'144 CHF | 7'078 CHF | 100.00% | 100.00% |
08.11.2024 | 9.34% | 0.12 CHF | 0.13 CHF | 171'791 | 50'000 | 195'761 | 50'000 | 20'128 CHF | 5'669 CHF | 100.00% | 100.00% |
07.11.2024 | 9.83% | 0.09 CHF | 0.10 CHF | 201'145 | 50'000 | 197'619 | 48'704 | 19'975 CHF | 5'428 CHF | 99.13% | 99.13% |