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 | 7.55% | 0.13 CHF | 0.14 CHF | 195'833 | 50'000 | 196'539 | 50'000 | 25'080 CHF | 6'880 CHF | 100.00% | 100.00% |
19.11.2024 | 8.61% | 0.11 CHF | 0.12 CHF | 213'331 | 50'000 | 218'227 | 50'000 | 24'280 CHF | 6'066 CHF | 99.94% | 99.94% |
18.11.2024 | 9.32% | 0.12 CHF | 0.13 CHF | 211'732 | 50'000 | 205'548 | 44'467 | 24'235 CHF | 5'726 CHF | 99.63% | 99.63% |
15.11.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 204'417 | 50'000 | 203'214 | 50'000 | 25'592 CHF | 6'799 CHF | 99.98% | 99.98% |
14.11.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 187'861 | 50'000 | 187'881 | 50'000 | 26'969 CHF | 7'677 CHF | 99.44% | 99.44% |
13.11.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 183'966 | 50'000 | 185'703 | 49'819 | 27'594 CHF | 7'901 CHF | 98.88% | 98.88% |
12.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 176'380 | 50'000 | 172'369 | 50'000 | 27'536 CHF | 8'488 CHF | 99.99% | 99.99% |
11.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 162'616 | 50'000 | 159'863 | 50'000 | 28'586 CHF | 9'442 CHF | 100.00% | 100.00% |
08.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 157'456 | 50'000 | 154'764 | 50'000 | 28'979 CHF | 9'865 CHF | 88.69% | 88.69% |
07.11.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 151'683 | 50'000 | 153'563 | 48'703 | 29'531 CHF | 9'869 CHF | 99.06% | 99.06% |