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 | 5.87% | 0.16 CHF | 0.17 CHF | 257'248 | 50'000 | 242'532 | 50'000 | 40'187 CHF | 8'795 CHF | 100.00% | 100.00% |
19.11.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 236'364 | 50'000 | 236'239 | 50'000 | 41'645 CHF | 9'321 CHF | 99.99% | 99.99% |
18.11.2024 | 6.81% | 0.18 CHF | 0.19 CHF | 240'173 | 50'000 | 243'996 | 44'487 | 41'732 CHF | 8'137 CHF | 100.00% | 100.00% |
15.11.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 251'887 | 50'000 | 254'145 | 50'000 | 40'253 CHF | 8'421 CHF | 97.60% | 97.60% |
14.11.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 253'224 | 50'000 | 253'647 | 50'000 | 41'432 CHF | 8'671 CHF | 96.15% | 96.15% |
13.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 301'045 | 50'000 | 288'751 | 49'711 | 38'337 CHF | 7'110 CHF | 99.36% | 99.36% |
12.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 272'927 | 50'000 | 275'119 | 50'000 | 39'315 CHF | 7'654 CHF | 100.00% | 100.00% |
11.11.2024 | 4.90% | 0.17 CHF | 0.18 CHF | 240'524 | 50'000 | 220'455 | 50'000 | 43'992 CHF | 10'527 CHF | 99.48% | 99.48% |
08.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 204'075 | 50'000 | 202'240 | 50'000 | 45'821 CHF | 11'843 CHF | 97.26% | 97.26% |
07.11.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 205'870 | 50'000 | 204'564 | 48'641 | 46'440 CHF | 11'565 CHF | 94.55% | 94.55% |