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 | 12.95% | 0.18 CHF | 0.20 CHF | 176'460 | 25'000 | 182'203 | 25'000 | 31'135 CHF | 4'869 CHF | 100.00% | 100.00% |
19.11.2024 | 20.06% | 0.12 CHF | 0.14 CHF | 236'901 | 25'000 | 257'670 | 25'000 | 27'038 CHF | 3'216 CHF | 100.00% | 100.00% |
18.11.2024 | 22.57% | 0.12 CHF | 0.15 CHF | 233'200 | 25'000 | 237'631 | 21'692 | 27'578 CHF | 3'122 CHF | 100.00% | 100.00% |
15.11.2024 | 18.31% | 0.12 CHF | 0.15 CHF | 235'185 | 25'000 | 221'764 | 25'000 | 28'592 CHF | 3'876 CHF | 94.51% | 94.51% |
14.11.2024 | 16.51% | 0.14 CHF | 0.17 CHF | 206'440 | 25'000 | 211'120 | 25'000 | 30'109 CHF | 4'209 CHF | 99.22% | 99.22% |
13.11.2024 | 19.56% | 0.12 CHF | 0.14 CHF | 240'740 | 25'000 | 245'475 | 24'774 | 27'862 CHF | 3'419 CHF | 99.36% | 99.36% |
12.11.2024 | 19.22% | 0.11 CHF | 0.14 CHF | 242'217 | 25'000 | 216'160 | 25'000 | 28'490 CHF | 4'003 CHF | 100.00% | 100.00% |
11.11.2024 | 16.24% | 0.15 CHF | 0.17 CHF | 202'620 | 25'000 | 202'503 | 25'000 | 30'556 CHF | 4'442 CHF | 100.00% | 100.00% |
08.11.2024 | 15.01% | 0.15 CHF | 0.18 CHF | 196'938 | 25'000 | 197'775 | 25'000 | 30'943 CHF | 4'547 CHF | 100.00% | 100.00% |
07.11.2024 | 15.19% | 0.17 CHF | 0.19 CHF | 185'396 | 25'000 | 190'296 | 24'219 | 31'315 CHF | 4'638 CHF | 98.73% | 98.73% |