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 | 41.87% | 0.03 CHF | 0.05 CHF | 298'742 | 50'000 | 234'742 | 50'000 | 9'066 CHF | 2'988 CHF | 100.00% | 100.00% |
19.11.2024 | 26.36% | 0.04 CHF | 0.05 CHF | 271'985 | 50'000 | 253'089 | 50'000 | 8'473 CHF | 2'193 CHF | 100.00% | 100.00% |
18.11.2024 | 21.89% | 0.05 CHF | 0.06 CHF | 241'249 | 50'000 | 222'884 | 44'486 | 11'170 CHF | 2'727 CHF | 100.00% | 100.00% |
15.11.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 170'814 | 50'000 | 151'090 | 50'000 | 12'727 CHF | 4'727 CHF | 100.00% | 100.00% |
14.11.2024 | 7.76% | 0.11 CHF | 0.12 CHF | 128'891 | 50'000 | 122'330 | 50'000 | 15'192 CHF | 6'721 CHF | 99.27% | 99.27% |
13.11.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 119'730 | 50'000 | 120'367 | 49'694 | 15'526 CHF | 6'924 CHF | 98.49% | 98.49% |
12.11.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 120'943 | 50'000 | 121'040 | 50'000 | 15'729 CHF | 6'999 CHF | 100.00% | 100.00% |
11.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 105'218 | 50'000 | 107'259 | 50'000 | 17'452 CHF | 8'656 CHF | 100.00% | 100.00% |
08.11.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 119'552 | 50'000 | 120'360 | 50'000 | 16'350 CHF | 7'296 CHF | 100.00% | 100.00% |
07.11.2024 | 7.45% | 0.14 CHF | 0.15 CHF | 117'911 | 50'000 | 121'541 | 48'703 | 16'630 CHF | 7'197 CHF | 99.23% | 99.23% |