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 | 7.70% | 0.12 CHF | 0.13 CHF | 362'698 | 50'000 | 336'507 | 50'000 | 42'069 CHF | 6'760 CHF | 100.00% | 100.00% |
19.11.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 343'504 | 50'000 | 328'551 | 50'000 | 43'456 CHF | 7'118 CHF | 99.99% | 99.99% |
18.11.2024 | 8.54% | 0.13 CHF | 0.14 CHF | 324'546 | 50'000 | 339'313 | 44'487 | 43'674 CHF | 6'237 CHF | 100.00% | 100.00% |
15.11.2024 | 8.02% | 0.13 CHF | 0.14 CHF | 351'506 | 50'000 | 354'411 | 50'000 | 42'425 CHF | 6'487 CHF | 97.60% | 97.60% |
14.11.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 352'984 | 50'000 | 354'813 | 50'000 | 43'743 CHF | 6'667 CHF | 96.15% | 96.15% |
13.11.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 422'167 | 50'000 | 400'588 | 49'711 | 40'357 CHF | 5'509 CHF | 99.36% | 99.36% |
12.11.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 393'968 | 50'000 | 381'536 | 50'000 | 41'350 CHF | 5'924 CHF | 100.00% | 100.00% |
11.11.2024 | 6.49% | 0.13 CHF | 0.14 CHF | 326'293 | 50'000 | 299'558 | 50'000 | 44'793 CHF | 8'010 CHF | 99.48% | 99.48% |
08.11.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 286'267 | 50'000 | 274'596 | 50'000 | 46'625 CHF | 8'998 CHF | 97.53% | 97.53% |
07.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 285'910 | 50'000 | 280'333 | 48'629 | 47'660 CHF | 8'788 CHF | 93.73% | 93.73% |