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 | 7.54% | 0.22 CHF | 0.26 CHF | 230'000 | 25'000 | 209'457 | 25'000 | 50'361 CHF | 6'485 CHF | 14.13% | 100.00% |
19.11.2024 | 8.07% | 0.23 CHF | 0.24 CHF | 220'000 | 25'000 | 228'766 | 25'000 | 50'561 CHF | 5'996 CHF | 99.99% | 99.99% |
18.11.2024 | 8.87% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 209'161 | 23'897 | 50'324 CHF | 6'278 CHF | 100.00% | 100.00% |
15.11.2024 | 6.98% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 201'671 | 24'970 | 50'460 CHF | 6'702 CHF | 100.00% | 100.00% |
14.11.2024 | 7.42% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 214'241 | 25'000 | 50'286 CHF | 6'347 CHF | 94.67% | 94.67% |
13.11.2024 | 8.20% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 242'843 | 49'418 | 50'273 CHF | 11'106 CHF | 99.25% | 99.25% |
12.11.2024 | 8.58% | 0.19 CHF | 0.21 CHF | 270'000 | 25'000 | 242'565 | 25'000 | 50'350 CHF | 5'660 CHF | 98.32% | 98.32% |
11.11.2024 | 7.36% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 206'374 | 25'000 | 50'281 CHF | 6'560 CHF | 100.00% | 100.00% |
08.11.2024 | 8.51% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 152'769 | 21'785 | 38'639 CHF | 5'973 CHF | 97.48% | 97.48% |
07.11.2024 | 5.45% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 144'225 | 24'731 | 51'955 CHF | 9'443 CHF | 95.57% | 95.57% |