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 | 53.12% | 0.10 CHF | 0.15 CHF | 129'539 | 25'000 | 139'796 | 25'000 | 10'663 CHF | 3'285 CHF | 100.00% | 100.00% |
19.11.2024 | 33.98% | 0.07 CHF | 0.10 CHF | 161'086 | 25'000 | 160'339 | 25'000 | 11'228 CHF | 2'469 CHF | 99.99% | 99.99% |
18.11.2024 | 41.15% | 0.08 CHF | 0.10 CHF | 152'317 | 25'000 | 157'773 | 23'893 | 10'841 CHF | 2'481 CHF | 99.63% | 99.63% |
15.11.2024 | 31.14% | 0.08 CHF | 0.11 CHF | 149'328 | 25'000 | 149'986 | 25'000 | 12'064 CHF | 2'752 CHF | 100.00% | 100.00% |
14.11.2024 | 29.45% | 0.09 CHF | 0.12 CHF | 147'888 | 25'000 | 150'511 | 25'000 | 12'661 CHF | 2'832 CHF | 97.25% | 97.25% |
13.11.2024 | 29.20% | 0.08 CHF | 0.11 CHF | 158'095 | 25'000 | 152'784 | 24'963 | 12'589 CHF | 2'764 CHF | 97.09% | 97.09% |
12.11.2024 | 31.21% | 0.07 CHF | 0.10 CHF | 168'379 | 25'000 | 150'785 | 25'000 | 11'855 CHF | 2'695 CHF | 98.58% | 98.58% |
11.11.2024 | 25.58% | 0.10 CHF | 0.13 CHF | 137'933 | 25'000 | 136'407 | 25'000 | 13'757 CHF | 3'260 CHF | 97.60% | 97.60% |
08.11.2024 | 25.30% | 0.10 CHF | 0.12 CHF | 139'083 | 25'000 | 140'676 | 25'000 | 14'053 CHF | 3'221 CHF | 96.07% | 96.07% |
07.11.2024 | 22.26% | 0.11 CHF | 0.14 CHF | 136'127 | 25'000 | 132'637 | 24'928 | 15'462 CHF | 3'633 CHF | 95.28% | 95.28% |