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 | 30.85% | 0.15 CHF | 0.20 CHF | 123'124 | 25'000 | 126'645 | 25'000 | 17'691 CHF | 4'774 CHF | 100.00% | 100.00% |
19.11.2024 | 31.19% | 0.08 CHF | 0.10 CHF | 193'222 | 25'000 | 215'059 | 25'000 | 13'858 CHF | 2'216 CHF | 100.00% | 100.00% |
18.11.2024 | 31.48% | 0.08 CHF | 0.11 CHF | 179'437 | 25'000 | 186'755 | 21'692 | 14'814 CHF | 2'327 CHF | 100.00% | 100.00% |
15.11.2024 | 22.93% | 0.09 CHF | 0.12 CHF | 181'226 | 25'000 | 170'876 | 25'000 | 16'712 CHF | 3'080 CHF | 94.51% | 94.51% |
14.11.2024 | 19.90% | 0.12 CHF | 0.14 CHF | 156'503 | 25'000 | 156'956 | 25'000 | 18'239 CHF | 3'552 CHF | 99.20% | 99.20% |
13.11.2024 | 26.96% | 0.09 CHF | 0.11 CHF | 193'110 | 25'000 | 198'936 | 24'774 | 16'038 CHF | 2'619 CHF | 99.36% | 99.36% |
12.11.2024 | 22.12% | 0.08 CHF | 0.10 CHF | 200'088 | 25'000 | 167'561 | 25'000 | 17'563 CHF | 3'279 CHF | 100.00% | 100.00% |
11.11.2024 | 18.31% | 0.13 CHF | 0.15 CHF | 151'275 | 25'000 | 151'193 | 25'000 | 19'896 CHF | 3'959 CHF | 100.00% | 100.00% |
08.11.2024 | 17.62% | 0.13 CHF | 0.16 CHF | 148'888 | 25'000 | 146'797 | 25'000 | 20'439 CHF | 4'155 CHF | 100.00% | 100.00% |
07.11.2024 | 17.32% | 0.16 CHF | 0.18 CHF | 135'765 | 25'000 | 141'663 | 24'219 | 21'359 CHF | 4'349 CHF | 98.73% | 98.73% |