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 | 7.36% | 0.18 CHF | 0.19 CHF | 216'363 | 50'000 | 215'633 | 50'000 | 37'707 CHF | 9'417 CHF | 100.00% | 100.00% |
19.11.2024 | 8.06% | 0.16 CHF | 0.18 CHF | 225'430 | 50'000 | 235'034 | 50'000 | 36'419 CHF | 8'401 CHF | 99.40% | 99.40% |
18.11.2024 | 9.27% | 0.16 CHF | 0.18 CHF | 228'412 | 50'000 | 229'957 | 43'384 | 36'881 CHF | 7'638 CHF | 100.00% | 100.00% |
15.11.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 249'989 | 50'000 | 222'030 | 50'000 | 38'542 CHF | 9'279 CHF | 100.00% | 100.00% |
14.11.2024 | 6.22% | 0.19 CHF | 0.20 CHF | 204'736 | 50'000 | 206'661 | 50'000 | 39'582 CHF | 10'194 CHF | 99.52% | 99.52% |
13.11.2024 | 6.21% | 0.19 CHF | 0.21 CHF | 202'568 | 50'000 | 192'967 | 49'383 | 40'212 CHF | 10'952 CHF | 99.32% | 99.32% |
12.11.2024 | 5.12% | 0.22 CHF | 0.23 CHF | 185'614 | 50'000 | 175'735 | 50'000 | 42'699 CHF | 12'794 CHF | 100.00% | 100.00% |
11.11.2024 | 5.14% | 0.24 CHF | 0.25 CHF | 181'216 | 50'000 | 179'821 | 50'000 | 42'212 CHF | 12'357 CHF | 100.00% | 100.00% |
08.11.2024 | 4.85% | 0.24 CHF | 0.25 CHF | 178'703 | 50'000 | 181'151 | 50'000 | 41'772 CHF | 12'105 CHF | 100.00% | 100.00% |
07.11.2024 | 5.88% | 0.21 CHF | 0.23 CHF | 191'869 | 50'000 | 196'079 | 48'444 | 40'385 CHF | 10'560 CHF | 99.13% | 99.13% |