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 | 7.45% | 0.11 CHF | 0.12 CHF | 201'938 | 50'000 | 200'296 | 50'000 | 26'055 CHF | 7'007 CHF | 100.00% | 100.00% |
19.11.2024 | 7.84% | 0.14 CHF | 0.15 CHF | 199'186 | 50'000 | 200'518 | 50'000 | 24'803 CHF | 6'688 CHF | 100.00% | 100.00% |
18.11.2024 | 5.82% | 0.15 CHF | 0.16 CHF | 198'408 | 50'000 | 197'441 | 50'000 | 33'025 CHF | 8'866 CHF | 100.00% | 100.00% |
15.11.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 194'824 | 50'000 | 194'421 | 50'000 | 40'381 CHF | 10'886 CHF | 100.00% | 100.00% |
14.11.2024 | 5.80% | 0.21 CHF | 0.22 CHF | 194'541 | 50'000 | 197'942 | 50'000 | 33'898 CHF | 9'079 CHF | 99.44% | 99.44% |
13.11.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 198'896 | 50'000 | 197'897 | 49'519 | 30'412 CHF | 8'108 CHF | 98.88% | 98.88% |
12.11.2024 | 5.55% | 0.15 CHF | 0.16 CHF | 197'846 | 50'000 | 195'934 | 50'000 | 34'412 CHF | 9'283 CHF | 100.00% | 100.00% |
11.11.2024 | 3.70% | 0.24 CHF | 0.25 CHF | 189'883 | 50'000 | 186'457 | 50'000 | 49'588 CHF | 13'806 CHF | 90.18% | 90.18% |
08.11.2024 | 3.54% | 0.25 CHF | 0.26 CHF | 187'688 | 25'000 | 179'081 | 25'000 | 49'906 CHF | 7'248 CHF | 41.38% | 41.38% |
07.11.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 131'906 | 24'740 | 51'989 CHF | 10'008 CHF | 99.06% | 99.06% |