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 | 11.73% | 0.25 CHF | 0.28 CHF | 209'089 | 50'000 | 192'494 | 49'664 | 50'251 CHF | 14'600 CHF | 80.76% | 80.76% |
19.11.2024 | 7.51% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 189'440 | 50'000 | 51'101 CHF | 14'562 CHF | 100.00% | 100.00% |
18.11.2024 | 9.23% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 206'634 | 43'362 | 50'327 CHF | 11'525 CHF | 99.69% | 99.69% |
15.11.2024 | 6.27% | 0.23 CHF | 0.25 CHF | 228'948 | 50'000 | 230'407 | 50'000 | 50'135 CHF | 11'607 CHF | 33.83% | 33.83% |
14.11.2024 | 7.88% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 216'758 | 50'000 | 50'474 CHF | 12'625 CHF | 81.05% | 81.05% |
13.11.2024 | 6.13% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 222'899 | 49'579 | 50'283 CHF | 11'965 CHF | 60.85% | 60.85% |
12.11.2024 | 7.01% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 177'966 | 50'000 | 51'644 CHF | 15'569 CHF | 99.38% | 99.38% |
11.11.2024 | 5.69% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 142'065 | 50'000 | 51'402 CHF | 19'165 CHF | 100.00% | 100.00% |
08.11.2024 | 5.66% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 51'909 CHF | 19'619 CHF | 100.00% | 100.00% |
07.11.2024 | 5.52% | 0.37 CHF | 0.40 CHF | 140'000 | 50'000 | 124'508 | 47'945 | 49'294 CHF | 20'064 CHF | 99.06% | 99.06% |