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 | 5.24% | 0.17 CHF | 0.18 CHF | 201'571 | 50'000 | 200'107 | 50'000 | 37'283 CHF | 9'819 CHF | 100.00% | 100.00% |
19.11.2024 | 5.49% | 0.19 CHF | 0.20 CHF | 199'547 | 50'000 | 200'503 | 50'000 | 35'689 CHF | 9'403 CHF | 100.00% | 100.00% |
18.11.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 198'143 | 50'000 | 197'581 | 50'000 | 44'127 CHF | 11'669 CHF | 100.00% | 100.00% |
15.11.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 194'261 | 50'000 | 195'293 | 50'000 | 49'472 CHF | 13'167 CHF | 20.07% | 20.07% |
14.11.2024 | 4.39% | 0.27 CHF | 0.28 CHF | 194'308 | 50'000 | 197'641 | 50'000 | 44'602 CHF | 11'802 CHF | 97.69% | 97.69% |
13.11.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 199'458 | 50'000 | 197'943 | 49'519 | 41'473 CHF | 10'873 CHF | 98.88% | 98.88% |
12.11.2024 | 4.21% | 0.20 CHF | 0.21 CHF | 198'403 | 50'000 | 195'783 | 50'000 | 45'623 CHF | 12'153 CHF | 100.00% | 100.00% |
11.11.2024 | 3.06% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 161'386 | 50'000 | 51'853 CHF | 16'593 CHF | 100.00% | 100.00% |
08.11.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 158'191 | 25'000 | 51'933 CHF | 8'483 CHF | 100.00% | 100.00% |
07.11.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 116'558 | 24'740 | 52'495 CHF | 11'400 CHF | 99.06% | 99.06% |