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 | 6.15% | 0.14 CHF | 0.15 CHF | 201'709 | 50'000 | 200'173 | 50'000 | 31'705 CHF | 8'422 CHF | 100.00% | 100.00% |
19.11.2024 | 6.44% | 0.17 CHF | 0.18 CHF | 198'961 | 50'000 | 200'659 | 50'000 | 30'284 CHF | 8'049 CHF | 100.00% | 100.00% |
18.11.2024 | 5.04% | 0.18 CHF | 0.19 CHF | 198'119 | 50'000 | 197'332 | 50'000 | 38'273 CHF | 10'200 CHF | 100.00% | 100.00% |
15.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 194'697 | 50'000 | 194'425 | 50'000 | 45'685 CHF | 12'250 CHF | 100.00% | 100.00% |
14.11.2024 | 5.02% | 0.24 CHF | 0.25 CHF | 194'264 | 50'000 | 197'902 | 50'000 | 39'096 CHF | 10'393 CHF | 99.44% | 99.44% |
13.11.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 199'458 | 50'000 | 197'965 | 49'519 | 35'734 CHF | 9'436 CHF | 98.88% | 98.88% |
12.11.2024 | 4.79% | 0.18 CHF | 0.19 CHF | 197'625 | 50'000 | 195'825 | 50'000 | 40'006 CHF | 10'716 CHF | 100.00% | 100.00% |
11.11.2024 | 3.34% | 0.26 CHF | 0.27 CHF | 190'415 | 50'000 | 175'319 | 50'000 | 51'557 CHF | 15'226 CHF | 100.00% | 100.00% |
08.11.2024 | 3.25% | 0.28 CHF | 0.29 CHF | 188'362 | 25'000 | 170'225 | 25'000 | 51'561 CHF | 7'847 CHF | 87.42% | 87.42% |
07.11.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 122'265 | 24'740 | 51'619 CHF | 10'702 CHF | 99.06% | 99.06% |