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 | 10.31% | 0.08 CHF | 0.09 CHF | 309'452 | 50'000 | 295'094 | 50'000 | 27'278 CHF | 5'131 CHF | 100.00% | 100.00% |
19.11.2024 | 11.39% | 0.09 CHF | 0.10 CHF | 315'383 | 50'000 | 310'054 | 50'000 | 25'755 CHF | 4'661 CHF | 100.00% | 100.00% |
18.11.2024 | 12.29% | 0.10 CHF | 0.11 CHF | 291'015 | 50'000 | 282'988 | 44'486 | 25'992 CHF | 4'560 CHF | 100.00% | 100.00% |
15.11.2024 | 9.56% | 0.11 CHF | 0.12 CHF | 249'308 | 50'000 | 244'276 | 50'000 | 28'258 CHF | 6'368 CHF | 100.00% | 100.00% |
14.11.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 222'357 | 50'000 | 213'110 | 50'000 | 29'382 CHF | 7'416 CHF | 99.27% | 99.27% |
13.11.2024 | 7.66% | 0.14 CHF | 0.15 CHF | 210'008 | 50'000 | 209'760 | 49'694 | 29'935 CHF | 7'658 CHF | 98.49% | 98.49% |
12.11.2024 | 8.02% | 0.14 CHF | 0.15 CHF | 209'315 | 50'000 | 210'318 | 50'000 | 29'452 CHF | 7'589 CHF | 100.00% | 100.00% |
11.11.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 189'908 | 50'000 | 196'212 | 50'000 | 31'141 CHF | 8'458 CHF | 100.00% | 100.00% |
08.11.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 210'532 | 50'000 | 209'889 | 50'000 | 30'487 CHF | 7'760 CHF | 100.00% | 100.00% |
07.11.2024 | 7.32% | 0.15 CHF | 0.16 CHF | 210'333 | 50'000 | 212'201 | 48'704 | 30'937 CHF | 7'645 CHF | 99.23% | 99.23% |