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 | 5.79% | 0.17 CHF | 0.18 CHF | 204'563 | 50'000 | 193'124 | 50'000 | 34'946 CHF | 9'598 CHF | 100.00% | 100.00% |
19.11.2024 | 7.26% | 0.17 CHF | 0.19 CHF | 197'037 | 50'000 | 195'053 | 50'000 | 34'356 CHF | 9'479 CHF | 99.99% | 99.99% |
18.11.2024 | 6.65% | 0.19 CHF | 0.21 CHF | 180'102 | 50'000 | 177'139 | 44'486 | 35'267 CHF | 9'415 CHF | 100.00% | 100.00% |
15.11.2024 | 4.91% | 0.22 CHF | 0.23 CHF | 169'449 | 50'000 | 169'960 | 50'000 | 36'857 CHF | 11'392 CHF | 100.00% | 100.00% |
14.11.2024 | 4.98% | 0.22 CHF | 0.23 CHF | 165'681 | 50'000 | 169'540 | 50'000 | 37'082 CHF | 11'501 CHF | 97.75% | 97.75% |
13.11.2024 | 5.84% | 0.20 CHF | 0.21 CHF | 181'250 | 50'000 | 175'185 | 49'710 | 35'771 CHF | 10'770 CHF | 99.36% | 99.36% |
12.11.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 167'722 | 50'000 | 153'745 | 50'000 | 37'491 CHF | 12'822 CHF | 100.00% | 100.00% |
11.11.2024 | 3.83% | 0.28 CHF | 0.29 CHF | 142'740 | 50'000 | 142'180 | 50'000 | 39'385 CHF | 14'393 CHF | 100.00% | 100.00% |
08.11.2024 | 4.67% | 0.25 CHF | 0.26 CHF | 153'757 | 50'000 | 154'052 | 50'000 | 37'497 CHF | 12'756 CHF | 99.47% | 99.47% |
07.11.2024 | 5.17% | 0.26 CHF | 0.27 CHF | 146'231 | 50'000 | 161'815 | 48'736 | 37'756 CHF | 12'030 CHF | 95.06% | 95.06% |