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 | 47.17% | 0.06 CHF | 0.09 CHF | 188'320 | 75'000 | 195'550 | 75'000 | 9'943 CHF | 6'177 CHF | 99.00% | 99.00% |
19.11.2024 | 19.69% | 0.06 CHF | 0.08 CHF | 187'053 | 75'000 | 182'426 | 75'000 | 12'679 CHF | 6'383 CHF | 97.58% | 97.58% |
18.11.2024 | 18.32% | 0.11 CHF | 0.13 CHF | 150'841 | 75'000 | 157'229 | 63'971 | 15'447 CHF | 7'405 CHF | 100.00% | 100.00% |
15.11.2024 | 18.65% | 0.13 CHF | 0.15 CHF | 139'723 | 75'000 | 84'511 | 54'325 | 10'023 CHF | 7'493 CHF | 100.00% | 100.00% |
14.11.2024 | 24.50% | 0.10 CHF | 0.13 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'453 CHF | 4'415 CHF | 99.22% | 99.22% |
13.11.2024 | 23.36% | 0.10 CHF | 0.12 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 3'633 CHF | 4'583 CHF | 99.36% | 99.36% |
12.11.2024 | 23.26% | 0.08 CHF | 0.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'939 CHF | 4'971 CHF | 100.00% | 100.00% |
11.11.2024 | 16.94% | 0.16 CHF | 0.19 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 5'722 CHF | 6'779 CHF | 100.00% | 100.00% |
08.11.2024 | 10.81% | 0.14 CHF | 0.16 CHF | 131'800 | 75'000 | 129'685 | 75'000 | 19'538 CHF | 12'616 CHF | 100.00% | 100.00% |
07.11.2024 | 7.26% | 0.20 CHF | 0.22 CHF | 109'122 | 75'000 | 110'180 | 71'924 | 23'501 CHF | 16'433 CHF | 83.59% | 83.59% |