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 | 7.41% | 0.37 CHF | 0.40 CHF | 98'778 | 50'000 | 97'752 | 50'000 | 38'116 CHF | 21'000 CHF | 100.00% | 100.00% |
19.11.2024 | 5.28% | 0.36 CHF | 0.38 CHF | 101'034 | 50'000 | 100'443 | 50'000 | 37'061 CHF | 19'455 CHF | 100.00% | 100.00% |
18.11.2024 | 5.96% | 0.37 CHF | 0.39 CHF | 100'528 | 50'000 | 102'014 | 43'384 | 36'924 CHF | 16'657 CHF | 100.00% | 100.00% |
15.11.2024 | 5.93% | 0.34 CHF | 0.36 CHF | 104'860 | 50'000 | 107'564 | 50'000 | 35'222 CHF | 17'386 CHF | 100.00% | 100.00% |
14.11.2024 | 6.42% | 0.31 CHF | 0.33 CHF | 109'437 | 50'000 | 114'473 | 50'000 | 33'324 CHF | 15'527 CHF | 99.27% | 99.27% |
13.11.2024 | 6.71% | 0.29 CHF | 0.31 CHF | 115'166 | 50'000 | 113'339 | 49'436 | 32'896 CHF | 15'341 CHF | 99.40% | 99.40% |
12.11.2024 | 6.10% | 0.31 CHF | 0.33 CHF | 112'005 | 50'000 | 109'578 | 50'000 | 34'839 CHF | 16'898 CHF | 100.00% | 100.00% |
11.11.2024 | 5.50% | 0.35 CHF | 0.37 CHF | 104'660 | 50'000 | 104'852 | 50'000 | 37'118 CHF | 18'702 CHF | 100.00% | 100.00% |
08.11.2024 | 6.12% | 0.33 CHF | 0.35 CHF | 108'681 | 50'000 | 110'313 | 50'000 | 34'964 CHF | 16'852 CHF | 100.00% | 100.00% |
07.11.2024 | 5.82% | 0.33 CHF | 0.35 CHF | 107'061 | 50'000 | 107'174 | 48'746 | 36'633 CHF | 17'626 CHF | 99.05% | 99.05% |