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 | 10.03% | 0.20 CHF | 0.22 CHF | 146'206 | 50'000 | 142'709 | 50'000 | 29'884 CHF | 11'602 CHF | 100.00% | 100.00% |
19.11.2024 | 6.04% | 0.23 CHF | 0.25 CHF | 138'449 | 50'000 | 139'602 | 50'000 | 32'189 CHF | 12'264 CHF | 99.99% | 99.99% |
18.11.2024 | 6.87% | 0.23 CHF | 0.25 CHF | 139'082 | 50'000 | 141'884 | 44'429 | 30'865 CHF | 10'403 CHF | 98.96% | 98.96% |
15.11.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 147'118 | 50'000 | 151'502 | 50'000 | 29'250 CHF | 10'157 CHF | 96.45% | 96.45% |
14.11.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 148'994 | 50'000 | 149'517 | 50'000 | 30'385 CHF | 10'670 CHF | 96.15% | 96.15% |
13.11.2024 | 6.56% | 0.14 CHF | 0.15 CHF | 180'317 | 50'000 | 174'132 | 49'711 | 26'052 CHF | 7'946 CHF | 99.36% | 99.36% |
12.11.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 171'872 | 50'000 | 166'256 | 50'000 | 27'224 CHF | 8'700 CHF | 100.00% | 100.00% |
11.11.2024 | 5.24% | 0.21 CHF | 0.22 CHF | 146'682 | 50'000 | 138'062 | 50'000 | 36'036 CHF | 13'826 CHF | 99.48% | 99.48% |
08.11.2024 | 6.21% | 0.30 CHF | 0.32 CHF | 130'940 | 50'000 | 131'411 | 50'000 | 40'489 CHF | 16'403 CHF | 99.49% | 99.49% |
07.11.2024 | 5.34% | 0.31 CHF | 0.33 CHF | 134'752 | 50'000 | 134'013 | 48'669 | 41'754 CHF | 16'023 CHF | 96.52% | 96.52% |