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 | 15.36% | 0.20 CHF | 0.23 CHF | 253'103 | 25'000 | 257'439 | 25'000 | 46'649 CHF | 5'362 CHF | 25.61% | 25.61% |
19.11.2024 | 6.45% | 0.17 CHF | 0.18 CHF | 306'614 | 25'000 | 176'194 | 23'218 | 44'092 CHF | 6'705 CHF | 79.39% | 79.39% |
18.11.2024 | 4.62% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 122'003 | 23'895 | 51'521 CHF | 10'575 CHF | 99.79% | 99.79% |
15.11.2024 | 3.59% | 0.42 CHF | 0.44 CHF | 120'000 | 25'000 | 120'649 | 25'000 | 51'907 CHF | 11'154 CHF | 100.00% | 100.00% |
14.11.2024 | 3.17% | 0.49 CHF | 0.50 CHF | 110'000 | 25'000 | 110'090 | 25'000 | 52'155 CHF | 12'226 CHF | 99.44% | 99.44% |
13.11.2024 | 3.77% | 0.47 CHF | 0.49 CHF | 110'000 | 25'000 | 119'017 | 24'964 | 52'110 CHF | 11'392 CHF | 97.95% | 97.95% |
12.11.2024 | 2.86% | 0.53 CHF | 0.55 CHF | 100'000 | 25'000 | 91'530 | 25'000 | 51'600 CHF | 14'509 CHF | 100.00% | 100.00% |
11.11.2024 | 2.45% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 81'700 | 25'000 | 52'863 CHF | 16'595 CHF | 96.82% | 96.82% |
08.11.2024 | 2.76% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 90'509 | 25'000 | 51'784 CHF | 14'706 CHF | 99.79% | 99.79% |
07.11.2024 | 2.84% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 90'098 | 24'741 | 53'978 CHF | 15'256 CHF | 99.06% | 99.06% |