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 | 5.28% | 0.18 CHF | 0.19 CHF | 230'802 | 50'000 | 223'319 | 50'000 | 41'179 CHF | 9'727 CHF | 100.00% | 100.00% |
19.11.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 232'724 | 50'000 | 241'179 | 50'000 | 39'744 CHF | 8'753 CHF | 100.00% | 100.00% |
18.11.2024 | 6.43% | 0.17 CHF | 0.18 CHF | 237'416 | 50'000 | 235'101 | 44'486 | 38'978 CHF | 7'824 CHF | 100.00% | 100.00% |
15.11.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 229'127 | 50'000 | 238'149 | 50'000 | 40'080 CHF | 8'932 CHF | 100.00% | 100.00% |
14.11.2024 | 6.68% | 0.16 CHF | 0.17 CHF | 248'893 | 50'000 | 263'875 | 50'000 | 38'211 CHF | 7'754 CHF | 99.21% | 99.21% |
13.11.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 276'736 | 50'000 | 274'841 | 49'448 | 36'161 CHF | 7'003 CHF | 99.35% | 99.35% |
12.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 272'979 | 50'000 | 273'030 | 50'000 | 38'205 CHF | 7'496 CHF | 100.00% | 100.00% |
11.11.2024 | 5.50% | 0.16 CHF | 0.17 CHF | 238'542 | 50'000 | 229'616 | 50'000 | 40'701 CHF | 9'375 CHF | 100.00% | 100.00% |
08.11.2024 | 11.81% | 0.15 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'557 CHF | 4'003 CHF | 96.75% | 96.75% |
07.11.2024 | 5.40% | 0.20 CHF | 0.21 CHF | 229'661 | 50'000 | 237'510 | 48'696 | 44'186 CHF | 9'555 CHF | 98.73% | 98.73% |