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 | 8.54% | 0.11 CHF | 0.12 CHF | 223'644 | 50'000 | 212'570 | 50'000 | 25'990 CHF | 6'669 CHF | 100.00% | 100.00% |
19.11.2024 | 9.04% | 0.12 CHF | 0.13 CHF | 222'756 | 50'000 | 216'869 | 50'000 | 26'157 CHF | 6'612 CHF | 99.99% | 99.99% |
18.11.2024 | 10.88% | 0.14 CHF | 0.15 CHF | 191'812 | 50'000 | 189'959 | 44'486 | 26'666 CHF | 6'912 CHF | 100.00% | 100.00% |
15.11.2024 | 6.74% | 0.16 CHF | 0.17 CHF | 179'290 | 50'000 | 180'866 | 50'000 | 28'774 CHF | 8'513 CHF | 100.00% | 100.00% |
14.11.2024 | 6.64% | 0.16 CHF | 0.17 CHF | 174'172 | 50'000 | 179'776 | 50'000 | 28'997 CHF | 8'625 CHF | 97.75% | 97.75% |
13.11.2024 | 8.02% | 0.14 CHF | 0.15 CHF | 192'353 | 50'000 | 185'663 | 49'710 | 27'366 CHF | 7'954 CHF | 99.36% | 99.36% |
12.11.2024 | 6.66% | 0.16 CHF | 0.17 CHF | 176'863 | 50'000 | 159'615 | 50'000 | 29'777 CHF | 9'991 CHF | 100.00% | 100.00% |
11.11.2024 | 5.68% | 0.22 CHF | 0.23 CHF | 145'257 | 50'000 | 144'413 | 50'000 | 31'457 CHF | 11'531 CHF | 100.00% | 100.00% |
08.11.2024 | 5.99% | 0.19 CHF | 0.20 CHF | 162'174 | 50'000 | 160'464 | 50'000 | 29'991 CHF | 9'927 CHF | 99.47% | 99.47% |
07.11.2024 | 6.95% | 0.20 CHF | 0.22 CHF | 151'230 | 50'000 | 169'504 | 48'736 | 29'743 CHF | 9'219 CHF | 95.06% | 95.06% |