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 | 5.80% | 0.17 CHF | 0.18 CHF | 187'516 | 50'000 | 193'080 | 50'000 | 32'362 CHF | 8'881 CHF | 100.00% | 100.00% |
19.11.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 205'770 | 50'000 | 209'609 | 50'000 | 31'838 CHF | 8'097 CHF | 99.94% | 99.94% |
18.11.2024 | 7.12% | 0.16 CHF | 0.17 CHF | 203'346 | 50'000 | 201'613 | 44'467 | 31'456 CHF | 7'410 CHF | 99.63% | 99.63% |
15.11.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 199'717 | 50'000 | 198'677 | 50'000 | 32'917 CHF | 8'786 CHF | 99.98% | 99.98% |
14.11.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 185'556 | 50'000 | 185'777 | 50'000 | 33'899 CHF | 9'623 CHF | 99.44% | 99.44% |
13.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 182'788 | 50'000 | 183'925 | 49'819 | 34'481 CHF | 9'838 CHF | 98.88% | 98.88% |
12.11.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 178'789 | 50'000 | 173'272 | 50'000 | 34'578 CHF | 10'478 CHF | 99.99% | 99.99% |
11.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 164'786 | 50'000 | 163'056 | 50'000 | 35'512 CHF | 11'391 CHF | 100.00% | 100.00% |
08.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 163'637 | 50'000 | 159'950 | 50'000 | 35'492 CHF | 11'595 CHF | 88.69% | 88.69% |
07.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 158'813 | 50'000 | 157'764 | 48'703 | 35'980 CHF | 11'593 CHF | 99.06% | 99.06% |