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 | 10.33% | 0.07 CHF | 0.08 CHF | 117'347 | 50'000 | 116'691 | 50'000 | 11'022 CHF | 5'226 CHF | 100.00% | 100.00% |
19.11.2024 | 10.16% | 0.10 CHF | 0.11 CHF | 116'292 | 50'000 | 116'464 | 50'000 | 11'073 CHF | 5'256 CHF | 99.40% | 99.40% |
18.11.2024 | 11.68% | 0.11 CHF | 0.12 CHF | 116'501 | 50'000 | 117'435 | 50'000 | 9'664 CHF | 4'616 CHF | 100.00% | 100.00% |
15.11.2024 | 17.73% | 0.05 CHF | 0.06 CHF | 118'836 | 50'000 | 118'508 | 50'000 | 6'208 CHF | 3'120 CHF | 85.50% | 100.00% |
14.11.2024 | 14.36% | 0.07 CHF | 0.08 CHF | 118'084 | 50'000 | 118'212 | 50'000 | 7'703 CHF | 3'758 CHF | 99.52% | 99.52% |
13.11.2024 | 14.29% | 0.05 CHF | 0.06 CHF | 118'167 | 50'000 | 117'335 | 49'677 | 7'968 CHF | 3'880 CHF | 91.11% | 99.32% |
12.11.2024 | 7.55% | 0.11 CHF | 0.12 CHF | 115'977 | 50'000 | 115'394 | 50'000 | 14'730 CHF | 6'883 CHF | 100.00% | 100.00% |
11.11.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 114'631 | 50'000 | 114'520 | 50'000 | 16'970 CHF | 7'910 CHF | 100.00% | 100.00% |
08.11.2024 | 9.68% | 0.14 CHF | 0.15 CHF | 114'082 | 50'000 | 115'055 | 50'000 | 11'709 CHF | 5'592 CHF | 100.00% | 100.00% |
07.11.2024 | 10.71% | 0.08 CHF | 0.09 CHF | 115'574 | 50'000 | 115'650 | 48'704 | 10'797 CHF | 5'055 CHF | 99.13% | 99.13% |