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 | 6.37% | 0.15 CHF | 0.16 CHF | 144'949 | 50'000 | 144'242 | 50'000 | 22'031 CHF | 8'140 CHF | 100.00% | 100.00% |
19.11.2024 | 7.89% | 0.14 CHF | 0.15 CHF | 145'009 | 50'000 | 146'453 | 50'000 | 18'000 CHF | 6'650 CHF | 100.00% | 100.00% |
18.11.2024 | 7.42% | 0.14 CHF | 0.15 CHF | 145'907 | 50'000 | 146'369 | 50'000 | 19'058 CHF | 7'012 CHF | 100.00% | 100.00% |
15.11.2024 | 7.31% | 0.15 CHF | 0.16 CHF | 145'779 | 50'000 | 146'595 | 50'000 | 19'554 CHF | 7'174 CHF | 100.00% | 100.00% |
14.11.2024 | 10.34% | 0.11 CHF | 0.12 CHF | 147'908 | 50'000 | 149'954 | 50'000 | 13'997 CHF | 5'172 CHF | 99.22% | 99.22% |
13.11.2024 | 14.14% | 0.07 CHF | 0.08 CHF | 151'292 | 50'000 | 150'912 | 49'448 | 10'101 CHF | 3'808 CHF | 99.36% | 99.36% |
12.11.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 150'255 | 50'000 | 149'726 | 50'000 | 12'117 CHF | 4'547 CHF | 100.00% | 100.00% |
11.11.2024 | 6.77% | 0.12 CHF | 0.13 CHF | 145'970 | 50'000 | 144'277 | 50'000 | 20'764 CHF | 7'700 CHF | 100.00% | 100.00% |
08.11.2024 | 27.13% | 0.11 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'542 CHF | 1'995 CHF | 100.00% | 100.00% |
07.11.2024 | 7.66% | 0.15 CHF | 0.16 CHF | 143'055 | 50'000 | 144'967 | 48'696 | 18'551 CHF | 6'720 CHF | 98.73% | 98.73% |