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 | 6.75% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 165'399 | 50'000 | 51'659 CHF | 16'728 CHF | 100.00% | 100.00% |
19.11.2024 | 6.68% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 170'091 | 50'000 | 52'129 CHF | 16'389 CHF | 100.00% | 100.00% |
18.11.2024 | 8.66% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 182'376 | 44'486 | 50'890 CHF | 13'513 CHF | 100.00% | 100.00% |
15.11.2024 | 7.72% | 0.28 CHF | 0.31 CHF | 180'000 | 50'000 | 179'819 | 50'000 | 51'051 CHF | 15'336 CHF | 100.00% | 100.00% |
14.11.2024 | 7.22% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 179'271 | 50'000 | 50'955 CHF | 15'282 CHF | 99.27% | 99.27% |
13.11.2024 | 7.70% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 193'459 | 49'435 | 51'506 CHF | 14'216 CHF | 99.40% | 99.40% |
12.11.2024 | 6.77% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 176'488 | 50'000 | 51'552 CHF | 15'638 CHF | 100.00% | 100.00% |
11.11.2024 | 7.17% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 180'604 | 50'000 | 51'062 CHF | 15'189 CHF | 100.00% | 100.00% |
08.11.2024 | 8.02% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 206'451 | 50'000 | 50'821 CHF | 13'369 CHF | 100.00% | 100.00% |
07.11.2024 | 8.88% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 207'683 | 48'722 | 50'290 CHF | 12'884 CHF | 98.89% | 98.89% |