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 | 11.83% | 0.22 CHF | 0.24 CHF | 122'314 | 50'000 | 122'127 | 50'000 | 26'659 CHF | 12'286 CHF | 100.00% | 100.00% |
19.11.2024 | 6.80% | 0.20 CHF | 0.21 CHF | 130'466 | 50'000 | 132'292 | 50'000 | 25'324 CHF | 10'254 CHF | 99.94% | 99.94% |
18.11.2024 | 9.32% | 0.20 CHF | 0.22 CHF | 126'808 | 50'000 | 127'003 | 44'466 | 25'844 CHF | 9'903 CHF | 99.64% | 99.64% |
15.11.2024 | 5.20% | 0.22 CHF | 0.23 CHF | 131'918 | 50'000 | 131'521 | 50'000 | 28'533 CHF | 11'431 CHF | 74.69% | 74.69% |
14.11.2024 | 7.19% | 0.24 CHF | 0.26 CHF | 125'077 | 50'000 | 125'491 | 50'000 | 30'411 CHF | 13'023 CHF | 99.44% | 99.44% |
13.11.2024 | 6.78% | 0.25 CHF | 0.26 CHF | 124'207 | 50'000 | 124'387 | 49'819 | 30'737 CHF | 13'175 CHF | 98.88% | 98.88% |
12.11.2024 | 6.25% | 0.26 CHF | 0.28 CHF | 119'522 | 50'000 | 119'111 | 50'000 | 32'026 CHF | 14'313 CHF | 97.96% | 97.96% |
11.11.2024 | 5.78% | 0.28 CHF | 0.30 CHF | 115'972 | 50'000 | 113'946 | 50'000 | 33'730 CHF | 15'683 CHF | 100.00% | 100.00% |
08.11.2024 | 5.74% | 0.30 CHF | 0.31 CHF | 113'541 | 50'000 | 112'286 | 50'000 | 33'944 CHF | 16'009 CHF | 88.69% | 88.69% |
07.11.2024 | 6.22% | 0.31 CHF | 0.33 CHF | 111'905 | 50'000 | 111'720 | 48'703 | 34'703 CHF | 16'092 CHF | 99.06% | 99.06% |