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 | 8.25% | 0.20 CHF | 0.21 CHF | 181'579 | 100'000 | 180'895 | 100'000 | 36'001 CHF | 21'615 CHF | 100.00% | 100.00% |
19.11.2024 | 7.77% | 0.18 CHF | 0.19 CHF | 183'113 | 100'000 | 179'817 | 100'000 | 36'676 CHF | 22'057 CHF | 100.00% | 100.00% |
18.11.2024 | 6.73% | 0.22 CHF | 0.24 CHF | 177'513 | 100'000 | 177'880 | 100'000 | 39'736 CHF | 23'892 CHF | 100.00% | 100.00% |
15.11.2024 | 6.74% | 0.21 CHF | 0.23 CHF | 179'212 | 100'000 | 179'110 | 100'000 | 39'065 CHF | 23'335 CHF | 99.99% | 99.99% |
14.11.2024 | 6.07% | 0.24 CHF | 0.25 CHF | 177'263 | 100'000 | 178'510 | 100'000 | 40'835 CHF | 24'307 CHF | 99.52% | 99.52% |
13.11.2024 | 6.02% | 0.23 CHF | 0.24 CHF | 177'726 | 100'000 | 176'530 | 99'147 | 41'453 CHF | 24'724 CHF | 99.32% | 99.32% |
12.11.2024 | 7.06% | 0.24 CHF | 0.26 CHF | 175'231 | 100'000 | 174'366 | 100'000 | 43'373 CHF | 26'697 CHF | 100.00% | 100.00% |
11.11.2024 | 6.25% | 0.26 CHF | 0.28 CHF | 172'657 | 100'000 | 172'339 | 100'000 | 45'538 CHF | 28'127 CHF | 100.00% | 100.00% |
08.11.2024 | 5.52% | 0.26 CHF | 0.27 CHF | 172'010 | 100'000 | 171'841 | 100'000 | 44'337 CHF | 27'268 CHF | 100.00% | 100.00% |
07.11.2024 | 5.62% | 0.27 CHF | 0.29 CHF | 170'442 | 100'000 | 171'567 | 97'408 | 45'561 CHF | 27'359 CHF | 99.13% | 99.13% |