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 | 8.21% | 0.16 CHF | 0.18 CHF | 265'317 | 50'000 | 266'142 | 50'000 | 42'685 CHF | 8'710 CHF | 100.00% | 100.00% |
19.11.2024 | 9.02% | 0.15 CHF | 0.16 CHF | 288'846 | 50'000 | 289'779 | 50'000 | 41'483 CHF | 7'834 CHF | 99.40% | 99.40% |
18.11.2024 | 10.19% | 0.15 CHF | 0.16 CHF | 286'184 | 50'000 | 286'439 | 43'384 | 41'400 CHF | 6'915 CHF | 100.00% | 100.00% |
15.11.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 306'678 | 50'000 | 275'479 | 50'000 | 42'170 CHF | 8'321 CHF | 100.00% | 100.00% |
14.11.2024 | 7.22% | 0.17 CHF | 0.18 CHF | 252'935 | 50'000 | 258'656 | 50'000 | 43'560 CHF | 9'052 CHF | 99.52% | 99.52% |
13.11.2024 | 7.15% | 0.17 CHF | 0.18 CHF | 252'942 | 50'000 | 242'084 | 49'383 | 43'939 CHF | 9'625 CHF | 99.32% | 99.32% |
12.11.2024 | 6.98% | 0.19 CHF | 0.20 CHF | 232'869 | 50'000 | 220'022 | 50'000 | 45'613 CHF | 11'123 CHF | 100.00% | 100.00% |
11.11.2024 | 6.62% | 0.20 CHF | 0.22 CHF | 226'524 | 50'000 | 225'153 | 50'000 | 45'372 CHF | 10'768 CHF | 100.00% | 100.00% |
08.11.2024 | 5.30% | 0.20 CHF | 0.22 CHF | 221'935 | 50'000 | 227'492 | 50'000 | 45'502 CHF | 10'546 CHF | 100.00% | 100.00% |
07.11.2024 | 8.41% | 0.19 CHF | 0.20 CHF | 239'895 | 50'000 | 245'110 | 48'444 | 43'493 CHF | 9'335 CHF | 99.13% | 99.13% |