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 | 60.16% | 0.02 CHF | 0.04 CHF | 347'947 | 50'000 | 287'927 | 50'000 | 8'560 CHF | 2'763 CHF | 92.55% | 92.55% |
19.11.2024 | 37.89% | 0.03 CHF | 0.05 CHF | 327'875 | 50'000 | 337'531 | 50'000 | 9'785 CHF | 2'147 CHF | 97.39% | 97.39% |
18.11.2024 | 26.45% | 0.04 CHF | 0.05 CHF | 305'375 | 50'000 | 292'500 | 43'384 | 11'826 CHF | 2'239 CHF | 100.00% | 100.00% |
15.11.2024 | 21.65% | 0.05 CHF | 0.07 CHF | 252'048 | 50'000 | 247'771 | 50'000 | 12'956 CHF | 3'266 CHF | 100.00% | 100.00% |
14.11.2024 | 19.17% | 0.05 CHF | 0.07 CHF | 240'940 | 50'000 | 234'878 | 50'000 | 13'788 CHF | 3'557 CHF | 99.27% | 99.27% |
13.11.2024 | 20.35% | 0.05 CHF | 0.07 CHF | 247'755 | 50'000 | 239'484 | 49'376 | 13'157 CHF | 3'345 CHF | 99.40% | 99.40% |
12.11.2024 | 13.08% | 0.06 CHF | 0.08 CHF | 214'265 | 50'000 | 197'757 | 50'000 | 15'238 CHF | 4'391 CHF | 100.00% | 100.00% |
11.11.2024 | 14.75% | 0.09 CHF | 0.10 CHF | 172'038 | 50'000 | 171'377 | 50'000 | 15'447 CHF | 5'226 CHF | 97.52% | 97.52% |
08.11.2024 | 17.06% | 0.07 CHF | 0.09 CHF | 205'947 | 50'000 | 213'078 | 50'000 | 14'405 CHF | 4'008 CHF | 50.83% | 50.83% |
07.11.2024 | 18.05% | 0.07 CHF | 0.08 CHF | 206'165 | 50'000 | 205'780 | 48'494 | 14'720 CHF | 4'167 CHF | 82.71% | 82.71% |