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 | 6.12% | 0.15 CHF | 0.16 CHF | 339'334 | 75'000 | 321'975 | 75'000 | 51'027 CHF | 12'666 CHF | 91.67% | 91.67% |
19.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 418'545 | 75'000 | 378'075 | 73'453 | 46'814 CHF | 9'886 CHF | 100.00% | 100.00% |
18.11.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 396'100 | 75'000 | 343'259 | 53'649 | 49'994 CHF | 8'162 CHF | 51.65% | 51.65% |
15.11.2024 | 6.93% | 0.16 CHF | 0.17 CHF | 339'907 | 75'000 | 360'106 | 75'000 | 50'271 CHF | 11'359 CHF | 19.03% | 19.03% |
14.11.2024 | 7.76% | 0.14 CHF | 0.15 CHF | 374'323 | 75'000 | 396'846 | 75'000 | 49'247 CHF | 10'109 CHF | 30.42% | 30.42% |
13.11.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 464'461 | 75'000 | 473'459 | 74'146 | 47'339 CHF | 8'155 CHF | 99.32% | 99.32% |
12.11.2024 | 8.10% | 0.10 CHF | 0.11 CHF | 443'765 | 75'000 | 417'488 | 75'000 | 49'478 CHF | 9'639 CHF | 100.00% | 100.00% |
11.11.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 373'338 | 75'000 | 386'215 | 75'000 | 49'862 CHF | 10'434 CHF | 15.88% | 15.88% |
08.11.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 417'862 | 75'000 | 419'450 | 75'000 | 50'160 CHF | 9'718 CHF | 100.00% | 100.00% |
07.11.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 372'001 | 75'000 | 382'812 | 73'067 | 50'258 CHF | 10'391 CHF | 62.25% | 62.25% |