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 | 7.35% | 0.17 CHF | 0.19 CHF | 181'351 | 100'000 | 180'964 | 100'000 | 31'514 CHF | 18'740 CHF | 100.00% | 100.00% |
19.11.2024 | 8.84% | 0.15 CHF | 0.17 CHF | 183'009 | 100'000 | 179'918 | 100'000 | 31'656 CHF | 19'216 CHF | 100.00% | 100.00% |
18.11.2024 | 7.37% | 0.20 CHF | 0.21 CHF | 177'573 | 100'000 | 177'848 | 100'000 | 34'831 CHF | 21'084 CHF | 100.00% | 100.00% |
15.11.2024 | 7.93% | 0.19 CHF | 0.20 CHF | 179'172 | 100'000 | 179'091 | 100'000 | 34'178 CHF | 20'665 CHF | 99.99% | 99.99% |
14.11.2024 | 6.95% | 0.21 CHF | 0.22 CHF | 177'185 | 100'000 | 178'491 | 100'000 | 35'920 CHF | 21'570 CHF | 99.52% | 99.52% |
13.11.2024 | 7.31% | 0.20 CHF | 0.22 CHF | 177'409 | 100'000 | 176'489 | 99'147 | 36'418 CHF | 22'006 CHF | 99.32% | 99.32% |
12.11.2024 | 5.54% | 0.21 CHF | 0.23 CHF | 175'599 | 100'000 | 174'509 | 100'000 | 39'191 CHF | 23'734 CHF | 100.00% | 100.00% |
11.11.2024 | 5.19% | 0.23 CHF | 0.25 CHF | 172'944 | 100'000 | 172'390 | 100'000 | 41'197 CHF | 25'170 CHF | 100.00% | 100.00% |
08.11.2024 | 6.48% | 0.23 CHF | 0.24 CHF | 172'174 | 100'000 | 171'866 | 100'000 | 39'449 CHF | 24'492 CHF | 100.00% | 100.00% |
07.11.2024 | 6.59% | 0.24 CHF | 0.26 CHF | 170'143 | 100'000 | 171'514 | 97'408 | 40'707 CHF | 24'697 CHF | 99.13% | 99.13% |