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 | 10.61% | 0.15 CHF | 0.16 CHF | 181'579 | 100'000 | 180'917 | 100'000 | 26'960 CHF | 16'571 CHF | 100.00% | 100.00% |
19.11.2024 | 10.20% | 0.13 CHF | 0.14 CHF | 183'113 | 100'000 | 179'817 | 100'000 | 27'685 CHF | 17'057 CHF | 100.00% | 100.00% |
18.11.2024 | 8.60% | 0.17 CHF | 0.19 CHF | 177'513 | 100'000 | 177'880 | 100'000 | 30'842 CHF | 18'892 CHF | 100.00% | 100.00% |
15.11.2024 | 8.66% | 0.16 CHF | 0.18 CHF | 179'212 | 100'000 | 179'110 | 100'000 | 30'110 CHF | 18'335 CHF | 99.99% | 99.99% |
14.11.2024 | 7.72% | 0.19 CHF | 0.20 CHF | 177'263 | 100'000 | 178'510 | 100'000 | 31'910 CHF | 19'307 CHF | 99.52% | 99.52% |
13.11.2024 | 7.77% | 0.18 CHF | 0.19 CHF | 177'627 | 100'000 | 176'532 | 99'147 | 32'571 CHF | 19'766 CHF | 99.32% | 99.32% |
12.11.2024 | 8.65% | 0.19 CHF | 0.21 CHF | 175'231 | 100'000 | 174'409 | 100'000 | 34'663 CHF | 21'674 CHF | 100.00% | 100.00% |
11.11.2024 | 8.05% | 0.21 CHF | 0.23 CHF | 172'375 | 100'000 | 172'268 | 100'000 | 36'761 CHF | 23'127 CHF | 100.00% | 100.00% |
08.11.2024 | 6.90% | 0.21 CHF | 0.22 CHF | 172'010 | 100'000 | 171'845 | 100'000 | 35'715 CHF | 22'268 CHF | 100.00% | 100.00% |
07.11.2024 | 6.97% | 0.22 CHF | 0.24 CHF | 170'442 | 100'000 | 171'567 | 97'408 | 36'952 CHF | 22'489 CHF | 99.13% | 99.13% |