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 | 7.62% | 0.11 CHF | 0.12 CHF | 201'617 | 50'000 | 200'158 | 50'000 | 25'478 CHF | 6'867 CHF | 100.00% | 100.00% |
19.11.2024 | 8.00% | 0.14 CHF | 0.15 CHF | 198'961 | 50'000 | 200'659 | 50'000 | 24'264 CHF | 6'549 CHF | 100.00% | 100.00% |
18.11.2024 | 5.94% | 0.15 CHF | 0.16 CHF | 198'119 | 50'000 | 197'332 | 50'000 | 32'353 CHF | 8'700 CHF | 100.00% | 100.00% |
15.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 194'697 | 50'000 | 194'425 | 50'000 | 39'852 CHF | 10'750 CHF | 100.00% | 100.00% |
14.11.2024 | 5.93% | 0.21 CHF | 0.22 CHF | 194'264 | 50'000 | 197'902 | 50'000 | 33'159 CHF | 8'893 CHF | 99.44% | 99.44% |
13.11.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 199'458 | 50'000 | 197'965 | 49'518 | 29'795 CHF | 7'951 CHF | 98.88% | 98.88% |
12.11.2024 | 5.59% | 0.15 CHF | 0.16 CHF | 197'625 | 50'000 | 195'825 | 50'000 | 34'131 CHF | 9'216 CHF | 100.00% | 100.00% |
11.11.2024 | 3.81% | 0.23 CHF | 0.24 CHF | 190'415 | 50'000 | 187'902 | 50'000 | 48'454 CHF | 13'398 CHF | 74.01% | 74.01% |
08.11.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 187'467 | 25'000 | 179'570 | 25'000 | 49'617 CHF | 7'186 CHF | 42.28% | 42.28% |
07.11.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 132'414 | 24'740 | 51'787 CHF | 9'931 CHF | 99.06% | 99.06% |