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 | 22.49% | 0.07 CHF | 0.09 CHF | 460'647 | 25'000 | 424'797 | 25'000 | 34'106 CHF | 2'524 CHF | 100.00% | 100.00% |
19.11.2024 | 25.12% | 0.08 CHF | 0.10 CHF | 460'396 | 25'000 | 439'190 | 25'000 | 34'579 CHF | 2'537 CHF | 100.00% | 100.00% |
18.11.2024 | 27.38% | 0.09 CHF | 0.11 CHF | 430'997 | 25'000 | 449'242 | 23'897 | 35'703 CHF | 2'491 CHF | 100.00% | 100.00% |
15.11.2024 | 19.47% | 0.09 CHF | 0.11 CHF | 394'537 | 25'000 | 387'478 | 25'000 | 36'179 CHF | 2'841 CHF | 99.99% | 99.99% |
14.11.2024 | 19.04% | 0.09 CHF | 0.11 CHF | 396'041 | 25'000 | 373'080 | 25'000 | 36'653 CHF | 2'976 CHF | 99.52% | 99.52% |
13.11.2024 | 16.89% | 0.11 CHF | 0.13 CHF | 365'935 | 25'000 | 335'265 | 24'941 | 39'226 CHF | 3'464 CHF | 99.32% | 99.32% |
12.11.2024 | 14.38% | 0.12 CHF | 0.14 CHF | 322'344 | 25'000 | 288'378 | 25'000 | 40'494 CHF | 4'073 CHF | 100.00% | 100.00% |
11.11.2024 | 13.66% | 0.17 CHF | 0.19 CHF | 252'016 | 25'000 | 262'676 | 25'000 | 42'655 CHF | 4'656 CHF | 100.00% | 100.00% |
08.11.2024 | 12.60% | 0.16 CHF | 0.18 CHF | 271'568 | 25'000 | 268'181 | 25'000 | 42'168 CHF | 4'461 CHF | 100.00% | 100.00% |
07.11.2024 | 13.70% | 0.17 CHF | 0.19 CHF | 259'463 | 25'000 | 252'787 | 24'769 | 43'098 CHF | 4'843 CHF | 98.53% | 98.53% |