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 | 13.66% | 0.20 CHF | 0.23 CHF | 106'782 | 50'000 | 100'363 | 50'000 | 22'773 CHF | 13'038 CHF | 100.00% | 100.00% |
19.11.2024 | 5.58% | 0.22 CHF | 0.23 CHF | 106'519 | 50'000 | 108'785 | 50'000 | 22'663 CHF | 11'027 CHF | 97.39% | 97.39% |
18.11.2024 | 8.17% | 0.24 CHF | 0.26 CHF | 101'577 | 50'000 | 102'105 | 43'384 | 23'669 CHF | 10'734 CHF | 100.00% | 100.00% |
15.11.2024 | 8.30% | 0.26 CHF | 0.28 CHF | 99'684 | 50'000 | 98'562 | 50'000 | 25'536 CHF | 14'088 CHF | 100.00% | 100.00% |
14.11.2024 | 7.52% | 0.26 CHF | 0.28 CHF | 98'629 | 50'000 | 97'120 | 50'000 | 26'804 CHF | 14'880 CHF | 99.27% | 99.27% |
13.11.2024 | 6.78% | 0.25 CHF | 0.28 CHF | 99'656 | 50'000 | 100'133 | 49'342 | 25'651 CHF | 13'570 CHF | 94.34% | 94.34% |
12.11.2024 | 6.74% | 0.28 CHF | 0.30 CHF | 95'817 | 50'000 | 92'066 | 50'000 | 28'471 CHF | 16'544 CHF | 100.00% | 100.00% |
11.11.2024 | 6.26% | 0.34 CHF | 0.37 CHF | 87'406 | 50'000 | 87'573 | 50'000 | 29'976 CHF | 18'223 CHF | 99.90% | 99.90% |
08.11.2024 | 7.58% | 0.29 CHF | 0.31 CHF | 93'834 | 50'000 | 95'226 | 50'000 | 26'647 CHF | 15'095 CHF | 84.16% | 84.16% |
07.11.2024 | 8.12% | 0.29 CHF | 0.31 CHF | 94'335 | 50'000 | 94'992 | 48'743 | 27'419 CHF | 15'290 CHF | 99.06% | 99.06% |