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 | 7.98% | 0.21 CHF | 0.23 CHF | 173'431 | 75'000 | 174'460 | 75'000 | 37'303 CHF | 17'420 CHF | 100.00% | 100.00% |
19.11.2024 | 7.02% | 0.23 CHF | 0.25 CHF | 167'035 | 75'000 | 155'737 | 75'000 | 39'689 CHF | 20'553 CHF | 100.00% | 100.00% |
18.11.2024 | 7.16% | 0.29 CHF | 0.31 CHF | 143'648 | 50'000 | 139'925 | 43'766 | 44'686 CHF | 14'867 CHF | 88.43% | 88.43% |
15.11.2024 | 5.27% | 0.35 CHF | 0.37 CHF | 137'534 | 50'000 | 137'952 | 50'000 | 48'067 CHF | 18'420 CHF | 51.48% | 51.48% |
14.11.2024 | 3.88% | 0.46 CHF | 0.48 CHF | 119'005 | 50'000 | 101'465 | 50'000 | 52'761 CHF | 27'201 CHF | 89.22% | 89.22% |
13.11.2024 | 3.59% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 93'502 | 49'696 | 52'741 CHF | 29'214 CHF | 97.02% | 97.02% |
12.11.2024 | 2.81% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 74'333 | 50'000 | 53'508 CHF | 37'063 CHF | 100.00% | 100.00% |
11.11.2024 | 2.89% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 73'384 | 50'000 | 52'896 CHF | 37'141 CHF | 96.53% | 96.53% |
08.11.2024 | 3.04% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 81'503 | 50'000 | 52'762 CHF | 33'394 CHF | 92.92% | 92.92% |
07.11.2024 | 3.26% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 80'020 | 48'703 | 51'710 CHF | 32'499 CHF | 99.12% | 99.12% |