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 | 10.30% | 0.07 CHF | 0.08 CHF | 202'261 | 50'000 | 200'244 | 50'000 | 18'718 CHF | 5'176 CHF | 100.00% | 100.00% |
19.11.2024 | 11.29% | 0.10 CHF | 0.11 CHF | 199'547 | 50'000 | 200'543 | 50'000 | 17'107 CHF | 4'769 CHF | 100.00% | 100.00% |
18.11.2024 | 7.44% | 0.12 CHF | 0.13 CHF | 197'831 | 50'000 | 197'390 | 50'000 | 25'704 CHF | 7'013 CHF | 100.00% | 100.00% |
15.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 194'927 | 50'000 | 194'473 | 50'000 | 33'195 CHF | 9'036 CHF | 100.00% | 100.00% |
14.11.2024 | 7.52% | 0.17 CHF | 0.18 CHF | 194'822 | 50'000 | 198'019 | 50'000 | 26'318 CHF | 7'162 CHF | 99.44% | 99.44% |
13.11.2024 | 8.38% | 0.11 CHF | 0.12 CHF | 199'233 | 50'000 | 197'946 | 49'519 | 22'921 CHF | 6'232 CHF | 98.88% | 98.88% |
12.11.2024 | 6.96% | 0.11 CHF | 0.12 CHF | 198'247 | 50'000 | 195'746 | 50'000 | 27'223 CHF | 7'455 CHF | 100.00% | 100.00% |
11.11.2024 | 4.29% | 0.20 CHF | 0.21 CHF | 190'129 | 50'000 | 187'752 | 50'000 | 42'911 CHF | 11'931 CHF | 100.00% | 100.00% |
08.11.2024 | 4.20% | 0.21 CHF | 0.22 CHF | 187'994 | 25'000 | 185'997 | 25'000 | 43'474 CHF | 6'096 CHF | 92.76% | 92.76% |
07.11.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 144'798 | 24'740 | 51'563 CHF | 9'069 CHF | 99.06% | 99.06% |