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 | 11.76% | 0.11 CHF | 0.12 CHF | 325'584 | 50'000 | 335'806 | 50'000 | 32'641 CHF | 5'472 CHF | 98.83% | 98.83% |
19.11.2024 | 11.31% | 0.10 CHF | 0.11 CHF | 328'889 | 50'000 | 327'321 | 50'000 | 33'187 CHF | 5'682 CHF | 70.10% | 70.10% |
18.11.2024 | 12.42% | 0.11 CHF | 0.12 CHF | 304'689 | 50'000 | 313'626 | 44'465 | 33'450 CHF | 5'346 CHF | 99.64% | 99.64% |
15.11.2024 | 10.85% | 0.12 CHF | 0.13 CHF | 290'404 | 50'000 | 267'808 | 50'000 | 35'675 CHF | 7'438 CHF | 100.00% | 100.00% |
14.11.2024 | 8.87% | 0.16 CHF | 0.18 CHF | 233'479 | 50'000 | 231'378 | 50'000 | 39'848 CHF | 9'416 CHF | 99.44% | 99.44% |
13.11.2024 | 8.12% | 0.18 CHF | 0.20 CHF | 223'727 | 50'000 | 222'399 | 49'557 | 40'159 CHF | 9'706 CHF | 98.88% | 98.88% |
12.11.2024 | 7.06% | 0.20 CHF | 0.21 CHF | 210'460 | 50'000 | 198'326 | 50'000 | 42'118 CHF | 11'401 CHF | 100.00% | 100.00% |
11.11.2024 | 6.35% | 0.23 CHF | 0.24 CHF | 192'573 | 50'000 | 187'536 | 50'000 | 44'304 CHF | 12'593 CHF | 100.00% | 100.00% |
08.11.2024 | 5.95% | 0.22 CHF | 0.23 CHF | 193'058 | 50'000 | 192'964 | 50'000 | 42'276 CHF | 11'629 CHF | 100.00% | 100.00% |
07.11.2024 | 6.72% | 0.22 CHF | 0.23 CHF | 192'566 | 50'000 | 195'696 | 48'703 | 42'582 CHF | 11'343 CHF | 99.06% | 99.06% |