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 | 7.02% | 0.12 CHF | 0.13 CHF | 161'057 | 50'000 | 146'977 | 50'000 | 20'221 CHF | 7'397 CHF | 100.00% | 100.00% |
19.11.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 153'315 | 50'000 | 153'721 | 50'000 | 20'454 CHF | 7'158 CHF | 100.00% | 100.00% |
18.11.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 163'994 | 50'000 | 140'642 | 44'486 | 21'901 CHF | 7'409 CHF | 100.00% | 100.00% |
15.11.2024 | 4.86% | 0.18 CHF | 0.19 CHF | 131'615 | 50'000 | 118'443 | 50'000 | 23'812 CHF | 10'569 CHF | 100.00% | 100.00% |
14.11.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 108'837 | 50'000 | 108'279 | 50'000 | 25'713 CHF | 12'417 CHF | 99.52% | 99.52% |
13.11.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 112'152 | 50'000 | 109'974 | 49'704 | 25'240 CHF | 11'918 CHF | 99.32% | 99.32% |
12.11.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 112'130 | 50'000 | 111'554 | 50'000 | 25'035 CHF | 11'782 CHF | 100.00% | 100.00% |
11.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 112'226 | 50'000 | 109'127 | 50'000 | 25'666 CHF | 12'264 CHF | 100.00% | 100.00% |
08.11.2024 | 4.37% | 0.24 CHF | 0.25 CHF | 104'620 | 50'000 | 107'602 | 50'000 | 25'733 CHF | 12'493 CHF | 100.00% | 100.00% |
07.11.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 106'460 | 50'000 | 104'954 | 48'703 | 26'267 CHF | 12'687 CHF | 99.13% | 99.13% |