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 | 9.81% | 0.12 CHF | 0.13 CHF | 265'023 | 50'000 | 253'657 | 50'000 | 32'378 CHF | 7'050 CHF | 100.00% | 100.00% |
19.11.2024 | 9.58% | 0.12 CHF | 0.13 CHF | 268'200 | 50'000 | 278'017 | 50'000 | 32'727 CHF | 6'480 CHF | 100.00% | 100.00% |
18.11.2024 | 9.54% | 0.13 CHF | 0.14 CHF | 264'235 | 50'000 | 259'930 | 43'384 | 33'735 CHF | 6'134 CHF | 100.00% | 100.00% |
15.11.2024 | 7.79% | 0.14 CHF | 0.15 CHF | 252'065 | 50'000 | 248'730 | 50'000 | 34'804 CHF | 7'566 CHF | 100.00% | 100.00% |
14.11.2024 | 8.01% | 0.14 CHF | 0.15 CHF | 242'408 | 50'000 | 239'503 | 50'000 | 34'826 CHF | 7'877 CHF | 99.27% | 99.27% |
13.11.2024 | 7.79% | 0.14 CHF | 0.15 CHF | 249'486 | 50'000 | 245'108 | 49'375 | 34'086 CHF | 7'429 CHF | 99.40% | 99.40% |
12.11.2024 | 8.93% | 0.15 CHF | 0.16 CHF | 230'786 | 50'000 | 224'255 | 50'000 | 35'470 CHF | 8'654 CHF | 100.00% | 100.00% |
11.11.2024 | 7.72% | 0.17 CHF | 0.19 CHF | 208'944 | 50'000 | 207'824 | 50'000 | 35'992 CHF | 9'355 CHF | 100.00% | 100.00% |
08.11.2024 | 7.62% | 0.15 CHF | 0.16 CHF | 227'340 | 50'000 | 231'089 | 50'000 | 34'579 CHF | 8'076 CHF | 100.00% | 100.00% |
07.11.2024 | 8.59% | 0.15 CHF | 0.17 CHF | 227'236 | 50'000 | 229'553 | 48'743 | 35'234 CHF | 8'158 CHF | 99.06% | 99.06% |