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 | 7.82% | 0.11 CHF | 0.12 CHF | 212'027 | 50'000 | 198'586 | 50'000 | 24'427 CHF | 6'666 CHF | 100.00% | 100.00% |
19.11.2024 | 8.50% | 0.12 CHF | 0.13 CHF | 216'465 | 50'000 | 224'510 | 50'000 | 25'278 CHF | 6'149 CHF | 100.00% | 100.00% |
18.11.2024 | 9.19% | 0.13 CHF | 0.14 CHF | 206'669 | 50'000 | 199'303 | 44'486 | 25'795 CHF | 6'243 CHF | 100.00% | 100.00% |
15.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 174'723 | 50'000 | 169'411 | 50'000 | 27'117 CHF | 8'506 CHF | 100.00% | 100.00% |
14.11.2024 | 5.97% | 0.18 CHF | 0.20 CHF | 152'636 | 50'000 | 146'084 | 50'000 | 28'546 CHF | 10'375 CHF | 99.27% | 99.27% |
13.11.2024 | 6.42% | 0.20 CHF | 0.21 CHF | 142'776 | 50'000 | 145'202 | 49'694 | 28'896 CHF | 10'546 CHF | 98.49% | 98.49% |
12.11.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 144'059 | 50'000 | 144'236 | 50'000 | 28'836 CHF | 10'498 CHF | 100.00% | 100.00% |
11.11.2024 | 4.86% | 0.23 CHF | 0.24 CHF | 135'058 | 50'000 | 136'282 | 50'000 | 30'579 CHF | 11'782 CHF | 100.00% | 100.00% |
08.11.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 144'135 | 50'000 | 145'478 | 50'000 | 29'219 CHF | 10'543 CHF | 100.00% | 100.00% |
07.11.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 145'416 | 50'000 | 146'879 | 48'704 | 30'075 CHF | 10'504 CHF | 99.23% | 99.23% |