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 | 5.02% | 0.19 CHF | 0.20 CHF | 145'203 | 50'000 | 144'280 | 50'000 | 28'091 CHF | 10'237 CHF | 100.00% | 100.00% |
19.11.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 144'883 | 50'000 | 146'298 | 50'000 | 24'178 CHF | 8'768 CHF | 100.00% | 100.00% |
18.11.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 145'273 | 50'000 | 146'330 | 50'000 | 25'534 CHF | 9'227 CHF | 100.00% | 100.00% |
15.11.2024 | 5.59% | 0.19 CHF | 0.20 CHF | 145'536 | 50'000 | 146'552 | 50'000 | 25'641 CHF | 9'253 CHF | 100.00% | 100.00% |
14.11.2024 | 7.16% | 0.16 CHF | 0.17 CHF | 147'974 | 50'000 | 150'050 | 50'000 | 20'378 CHF | 7'295 CHF | 99.22% | 99.22% |
13.11.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 151'370 | 50'000 | 150'989 | 49'448 | 16'724 CHF | 5'973 CHF | 99.36% | 99.36% |
12.11.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 149'880 | 50'000 | 149'792 | 50'000 | 18'568 CHF | 6'698 CHF | 100.00% | 100.00% |
11.11.2024 | 5.22% | 0.16 CHF | 0.17 CHF | 146'146 | 50'000 | 144'214 | 50'000 | 27'058 CHF | 9'887 CHF | 100.00% | 100.00% |
08.11.2024 | 16.25% | 0.15 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'581 CHF | 3'022 CHF | 91.59% | 91.59% |
07.11.2024 | 5.80% | 0.19 CHF | 0.20 CHF | 143'055 | 50'000 | 144'792 | 48'696 | 24'533 CHF | 8'734 CHF | 98.73% | 98.73% |