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 | 5.44% | 0.16 CHF | 0.17 CHF | 199'009 | 100'000 | 197'816 | 100'000 | 35'437 CHF | 18'916 CHF | 100.00% | 100.00% |
19.11.2024 | 6.13% | 0.17 CHF | 0.18 CHF | 197'812 | 100'000 | 199'232 | 100'000 | 31'600 CHF | 16'864 CHF | 100.00% | 100.00% |
18.11.2024 | 6.70% | 0.15 CHF | 0.16 CHF | 200'554 | 100'000 | 201'456 | 100'000 | 29'087 CHF | 15'439 CHF | 100.00% | 100.00% |
15.11.2024 | 6.17% | 0.15 CHF | 0.16 CHF | 201'795 | 100'000 | 200'672 | 100'000 | 31'583 CHF | 16'740 CHF | 100.00% | 100.00% |
14.11.2024 | 7.16% | 0.15 CHF | 0.16 CHF | 200'837 | 100'000 | 202'838 | 100'000 | 27'599 CHF | 14'614 CHF | 99.22% | 99.22% |
13.11.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 203'760 | 100'000 | 204'209 | 99'160 | 21'708 CHF | 11'539 CHF | 99.36% | 99.36% |
12.11.2024 | 5.26% | 0.15 CHF | 0.16 CHF | 199'875 | 100'000 | 196'725 | 100'000 | 36'674 CHF | 19'653 CHF | 100.00% | 100.00% |
11.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 189'008 | 100'000 | 180'559 | 100'000 | 50'609 CHF | 29'032 CHF | 37.41% | 37.41% |
08.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 189'382 | 100'000 | 188'943 | 100'000 | 48'635 CHF | 26'742 CHF | 90.32% | 90.32% |
07.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 188'300 | 100'000 | 188'798 | 97'166 | 50'246 CHF | 26'861 CHF | 90.73% | 90.73% |