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 | 8.90% | 0.17 CHF | 0.18 CHF | 232'958 | 100'000 | 223'927 | 100'000 | 39'018 CHF | 19'068 CHF | 100.00% | 100.00% |
19.11.2024 | 7.80% | 0.19 CHF | 0.20 CHF | 210'695 | 100'000 | 214'983 | 99'785 | 39'892 CHF | 20'031 CHF | 100.00% | 100.00% |
18.11.2024 | 8.80% | 0.20 CHF | 0.21 CHF | 208'763 | 100'000 | 212'650 | 88'971 | 40'767 CHF | 18'526 CHF | 100.00% | 100.00% |
15.11.2024 | 5.95% | 0.20 CHF | 0.22 CHF | 209'565 | 100'000 | 203'036 | 100'000 | 42'284 CHF | 22'107 CHF | 100.00% | 100.00% |
14.11.2024 | 7.67% | 0.22 CHF | 0.23 CHF | 197'264 | 100'000 | 194'768 | 100'000 | 42'881 CHF | 23'776 CHF | 99.27% | 99.27% |
13.11.2024 | 6.44% | 0.23 CHF | 0.24 CHF | 196'063 | 100'000 | 209'409 | 99'134 | 42'071 CHF | 21'258 CHF | 99.40% | 99.40% |
12.11.2024 | 5.21% | 0.21 CHF | 0.22 CHF | 204'658 | 100'000 | 190'463 | 100'000 | 44'569 CHF | 24'664 CHF | 100.00% | 100.00% |
11.11.2024 | 7.34% | 0.25 CHF | 0.27 CHF | 183'299 | 100'000 | 189'642 | 100'000 | 44'079 CHF | 25'018 CHF | 100.00% | 100.00% |
08.11.2024 | 6.68% | 0.22 CHF | 0.24 CHF | 193'057 | 100'000 | 188'168 | 100'000 | 43'990 CHF | 25'003 CHF | 99.95% | 99.95% |
07.11.2024 | 6.41% | 0.26 CHF | 0.28 CHF | 178'281 | 100'000 | 176'420 | 97'491 | 47'002 CHF | 27'682 CHF | 99.05% | 99.05% |