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 | 14.07% | 0.30 CHF | 0.35 CHF | 119'400 | 50'000 | 112'172 | 50'000 | 39'338 CHF | 20'203 CHF | 100.00% | 100.00% |
19.11.2024 | 8.64% | 0.32 CHF | 0.35 CHF | 118'083 | 50'000 | 114'250 | 50'000 | 39'809 CHF | 19'002 CHF | 100.00% | 100.00% |
18.11.2024 | 9.20% | 0.28 CHF | 0.30 CHF | 125'004 | 50'000 | 126'394 | 44'486 | 34'958 CHF | 13'465 CHF | 100.00% | 100.00% |
15.11.2024 | 7.26% | 0.28 CHF | 0.31 CHF | 126'431 | 50'000 | 127'136 | 50'000 | 36'056 CHF | 15'251 CHF | 100.00% | 100.00% |
14.11.2024 | 7.30% | 0.29 CHF | 0.31 CHF | 127'481 | 50'000 | 129'472 | 50'000 | 36'655 CHF | 15'233 CHF | 99.27% | 99.27% |
13.11.2024 | 8.22% | 0.27 CHF | 0.29 CHF | 132'657 | 50'000 | 137'476 | 49'435 | 34'165 CHF | 13'336 CHF | 99.40% | 99.40% |
12.11.2024 | 6.98% | 0.29 CHF | 0.31 CHF | 129'542 | 50'000 | 128'588 | 50'000 | 37'541 CHF | 15'659 CHF | 100.00% | 100.00% |
11.11.2024 | 7.63% | 0.27 CHF | 0.29 CHF | 135'114 | 50'000 | 136'996 | 50'000 | 36'201 CHF | 14'265 CHF | 100.00% | 100.00% |
08.11.2024 | 9.47% | 0.25 CHF | 0.27 CHF | 142'797 | 50'000 | 157'997 | 50'000 | 32'667 CHF | 11'420 CHF | 100.00% | 100.00% |
07.11.2024 | 10.43% | 0.18 CHF | 0.21 CHF | 166'280 | 50'000 | 160'263 | 48'722 | 32'248 CHF | 10'868 CHF | 98.89% | 98.89% |