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 | 9.76% | 0.17 CHF | 0.18 CHF | 142'171 | 50'000 | 142'190 | 50'000 | 23'085 CHF | 8'948 CHF | 13.87% | 98.49% |
19.11.2024 | 9.42% | 0.13 CHF | 0.14 CHF | 158'965 | 50'000 | 158'268 | 50'000 | 22'004 CHF | 7'655 CHF | 66.52% | 66.52% |
18.11.2024 | 15.22% | 0.12 CHF | 0.13 CHF | 164'853 | 50'000 | 184'950 | 43'327 | 18'631 CHF | 5'195 CHF | 99.15% | 99.15% |
15.11.2024 | 14.27% | 0.08 CHF | 0.09 CHF | 216'508 | 50'000 | 200'686 | 50'000 | 18'089 CHF | 5'244 CHF | 99.66% | 99.66% |
14.11.2024 | 8.22% | 0.18 CHF | 0.20 CHF | 124'397 | 50'000 | 131'505 | 50'000 | 21'677 CHF | 8'955 CHF | 99.27% | 99.27% |
13.11.2024 | 10.14% | 0.17 CHF | 0.18 CHF | 131'213 | 50'000 | 141'557 | 49'375 | 20'328 CHF | 7'859 CHF | 99.40% | 99.40% |
12.11.2024 | 10.48% | 0.15 CHF | 0.16 CHF | 135'910 | 50'000 | 137'438 | 50'000 | 20'460 CHF | 8'292 CHF | 100.00% | 100.00% |
11.11.2024 | 8.90% | 0.16 CHF | 0.18 CHF | 129'337 | 50'000 | 127'215 | 50'000 | 21'291 CHF | 9'156 CHF | 100.00% | 100.00% |
08.11.2024 | 10.63% | 0.16 CHF | 0.18 CHF | 133'753 | 50'000 | 131'714 | 50'000 | 20'512 CHF | 8'663 CHF | 100.00% | 100.00% |
07.11.2024 | 9.19% | 0.14 CHF | 0.15 CHF | 142'666 | 50'000 | 147'296 | 49'373 | 20'281 CHF | 7'469 CHF | 96.09% | 96.09% |