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 | 18.18% | 0.09 CHF | 0.11 CHF | 438'194 | 100'000 | 427'909 | 100'000 | 38'522 CHF | 10'811 CHF | 100.00% | 100.00% |
19.11.2024 | 13.36% | 0.08 CHF | 0.10 CHF | 449'767 | 100'000 | 414'596 | 100'000 | 39'178 CHF | 10'827 CHF | 100.00% | 100.00% |
18.11.2024 | 17.96% | 0.10 CHF | 0.11 CHF | 393'715 | 100'000 | 394'621 | 88'973 | 38'415 CHF | 10'326 CHF | 100.00% | 100.00% |
15.11.2024 | 13.61% | 0.10 CHF | 0.11 CHF | 405'450 | 100'000 | 402'878 | 100'000 | 40'198 CHF | 11'432 CHF | 99.99% | 99.99% |
14.11.2024 | 11.40% | 0.11 CHF | 0.12 CHF | 383'339 | 100'000 | 395'793 | 100'000 | 42'031 CHF | 11'910 CHF | 99.52% | 99.52% |
13.11.2024 | 13.38% | 0.11 CHF | 0.12 CHF | 395'737 | 100'000 | 386'555 | 99'147 | 41'842 CHF | 12'271 CHF | 99.32% | 99.32% |
12.11.2024 | 10.51% | 0.11 CHF | 0.13 CHF | 371'271 | 100'000 | 370'632 | 100'000 | 43'401 CHF | 13'000 CHF | 100.00% | 100.00% |
11.11.2024 | 14.10% | 0.12 CHF | 0.14 CHF | 347'379 | 100'000 | 349'838 | 100'000 | 42'544 CHF | 14'000 CHF | 100.00% | 100.00% |
08.11.2024 | 11.73% | 0.12 CHF | 0.13 CHF | 356'639 | 100'000 | 356'877 | 100'000 | 42'825 CHF | 13'506 CHF | 100.00% | 100.00% |
07.11.2024 | 10.72% | 0.13 CHF | 0.14 CHF | 347'297 | 100'000 | 351'817 | 97'408 | 43'859 CHF | 13'504 CHF | 99.13% | 99.13% |