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 | 10.37% | 0.14 CHF | 0.15 CHF | 299'455 | 50'000 | 318'386 | 50'000 | 41'472 CHF | 7'234 CHF | 98.83% | 98.83% |
19.11.2024 | 9.63% | 0.13 CHF | 0.14 CHF | 315'540 | 50'000 | 312'174 | 50'000 | 41'439 CHF | 7'312 CHF | 95.59% | 95.59% |
18.11.2024 | 10.81% | 0.14 CHF | 0.16 CHF | 295'676 | 50'000 | 304'375 | 44'465 | 41'842 CHF | 6'787 CHF | 99.64% | 99.64% |
15.11.2024 | 9.52% | 0.15 CHF | 0.17 CHF | 286'560 | 50'000 | 266'480 | 50'000 | 43'620 CHF | 9'010 CHF | 100.00% | 100.00% |
14.11.2024 | 5.97% | 0.20 CHF | 0.21 CHF | 238'238 | 50'000 | 234'207 | 50'000 | 47'125 CHF | 10'685 CHF | 99.44% | 99.44% |
13.11.2024 | 6.66% | 0.21 CHF | 0.23 CHF | 225'372 | 50'000 | 226'520 | 49'557 | 47'510 CHF | 11'112 CHF | 98.88% | 98.88% |
12.11.2024 | 5.05% | 0.23 CHF | 0.24 CHF | 213'370 | 50'000 | 204'773 | 50'000 | 49'187 CHF | 12'637 CHF | 88.47% | 88.47% |
11.11.2024 | 5.21% | 0.27 CHF | 0.28 CHF | 194'002 | 50'000 | 192'891 | 50'000 | 50'609 CHF | 13'824 CHF | 30.68% | 30.68% |
08.11.2024 | 5.91% | 0.25 CHF | 0.26 CHF | 202'978 | 50'000 | 199'993 | 50'000 | 48'889 CHF | 12'971 CHF | 41.08% | 41.08% |
07.11.2024 | 5.95% | 0.25 CHF | 0.26 CHF | 200'128 | 50'000 | 199'817 | 47'035 | 49'609 CHF | 12'414 CHF | 43.34% | 43.34% |