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 | 4.87% | 0.19 CHF | 0.20 CHF | 144'965 | 50'000 | 144'113 | 50'000 | 28'965 CHF | 10'552 CHF | 100.00% | 100.00% |
19.11.2024 | 5.75% | 0.19 CHF | 0.20 CHF | 145'009 | 50'000 | 146'403 | 50'000 | 24'901 CHF | 9'010 CHF | 100.00% | 100.00% |
18.11.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 145'740 | 50'000 | 146'495 | 50'000 | 26'169 CHF | 9'434 CHF | 100.00% | 100.00% |
15.11.2024 | 5.42% | 0.20 CHF | 0.21 CHF | 145'189 | 50'000 | 146'593 | 50'000 | 26'441 CHF | 9'524 CHF | 100.00% | 100.00% |
14.11.2024 | 6.89% | 0.16 CHF | 0.17 CHF | 148'494 | 50'000 | 150'003 | 50'000 | 21'199 CHF | 7'571 CHF | 99.22% | 99.22% |
13.11.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 151'119 | 50'000 | 150'814 | 49'448 | 17'413 CHF | 6'207 CHF | 99.36% | 99.36% |
12.11.2024 | 7.42% | 0.12 CHF | 0.13 CHF | 150'221 | 50'000 | 149'796 | 50'000 | 19'455 CHF | 6'994 CHF | 100.00% | 100.00% |
11.11.2024 | 5.08% | 0.17 CHF | 0.18 CHF | 145'889 | 50'000 | 144'259 | 50'000 | 27'783 CHF | 10'134 CHF | 100.00% | 100.00% |
08.11.2024 | 14.99% | 0.16 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'745 CHF | 3'185 CHF | 100.00% | 100.00% |
07.11.2024 | 5.71% | 0.19 CHF | 0.20 CHF | 142'977 | 50'000 | 144'911 | 48'697 | 25'524 CHF | 9'073 CHF | 98.73% | 98.73% |