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 | 6.45% | 0.13 CHF | 0.14 CHF | 202'031 | 50'000 | 200'266 | 50'000 | 30'192 CHF | 8'041 CHF | 100.00% | 100.00% |
19.11.2024 | 6.77% | 0.16 CHF | 0.17 CHF | 199'186 | 50'000 | 200'518 | 50'000 | 28'813 CHF | 7'688 CHF | 100.00% | 100.00% |
18.11.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 198'012 | 50'000 | 197'399 | 50'000 | 37'170 CHF | 9'917 CHF | 100.00% | 100.00% |
15.11.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 194'824 | 50'000 | 194'421 | 50'000 | 44'270 CHF | 11'886 CHF | 100.00% | 100.00% |
14.11.2024 | 5.19% | 0.23 CHF | 0.24 CHF | 194'541 | 50'000 | 197'942 | 50'000 | 37'857 CHF | 10'079 CHF | 99.44% | 99.44% |
13.11.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 198'918 | 50'000 | 197'948 | 49'519 | 34'498 CHF | 9'129 CHF | 98.88% | 98.88% |
12.11.2024 | 4.99% | 0.17 CHF | 0.18 CHF | 197'846 | 50'000 | 195'934 | 50'000 | 38'331 CHF | 10'283 CHF | 100.00% | 100.00% |
11.11.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 188'981 | 50'000 | 176'684 | 50'000 | 51'598 CHF | 15'110 CHF | 81.26% | 81.26% |
08.11.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 188'546 | 25'000 | 174'695 | 25'000 | 51'471 CHF | 7'639 CHF | 90.88% | 90.88% |
07.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 125'113 | 24'740 | 51'797 CHF | 10'503 CHF | 99.06% | 99.06% |