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 | 18.03% | 0.14 CHF | 0.17 CHF | 155'965 | 50'000 | 159'079 | 50'000 | 21'541 CHF | 8'123 CHF | 100.00% | 100.00% |
19.11.2024 | 10.02% | 0.13 CHF | 0.14 CHF | 169'294 | 50'000 | 180'811 | 50'000 | 21'236 CHF | 6'500 CHF | 99.38% | 99.38% |
18.11.2024 | 11.39% | 0.13 CHF | 0.15 CHF | 170'322 | 50'000 | 173'140 | 43'384 | 22'561 CHF | 6'318 CHF | 99.98% | 99.98% |
15.11.2024 | 7.94% | 0.11 CHF | 0.13 CHF | 192'501 | 50'000 | 164'360 | 50'000 | 24'377 CHF | 8'119 CHF | 100.00% | 100.00% |
14.11.2024 | 7.10% | 0.18 CHF | 0.19 CHF | 150'149 | 50'000 | 149'939 | 50'000 | 26'429 CHF | 9'465 CHF | 99.52% | 99.52% |
13.11.2024 | 6.25% | 0.18 CHF | 0.19 CHF | 147'716 | 50'000 | 139'744 | 49'383 | 27'959 CHF | 10'518 CHF | 99.32% | 99.32% |
12.11.2024 | 5.60% | 0.22 CHF | 0.23 CHF | 135'370 | 50'000 | 125'164 | 50'000 | 30'912 CHF | 13'072 CHF | 100.00% | 100.00% |
11.11.2024 | 4.97% | 0.24 CHF | 0.25 CHF | 129'849 | 50'000 | 128'712 | 50'000 | 30'489 CHF | 12'449 CHF | 100.00% | 100.00% |
08.11.2024 | 5.74% | 0.24 CHF | 0.25 CHF | 127'584 | 50'000 | 130'561 | 50'000 | 30'206 CHF | 12'254 CHF | 100.00% | 100.00% |
07.11.2024 | 6.23% | 0.21 CHF | 0.22 CHF | 141'811 | 50'000 | 145'031 | 48'444 | 28'933 CHF | 10'268 CHF | 99.13% | 99.13% |