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 | 10.98% | 0.17 CHF | 0.19 CHF | 314'303 | 25'000 | 284'879 | 25'000 | 49'217 CHF | 4'827 CHF | 59.10% | 59.10% |
19.11.2024 | 12.63% | 0.17 CHF | 0.19 CHF | 300'000 | 25'000 | 294'301 | 25'000 | 48'848 CHF | 4'714 CHF | 76.97% | 76.97% |
18.11.2024 | 16.97% | 0.17 CHF | 0.19 CHF | 301'973 | 25'000 | 288'600 | 23'413 | 48'422 CHF | 4'644 CHF | 69.48% | 69.48% |
15.11.2024 | 10.71% | 0.20 CHF | 0.22 CHF | 250'000 | 25'000 | 266'659 | 25'000 | 50'721 CHF | 5'300 CHF | 43.19% | 43.19% |
14.11.2024 | 10.92% | 0.19 CHF | 0.21 CHF | 269'717 | 25'000 | 249'600 | 25'000 | 50'288 CHF | 5'626 CHF | 99.52% | 99.52% |
13.11.2024 | 8.76% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 220'483 | 24'941 | 50'463 CHF | 6'246 CHF | 99.32% | 99.32% |
12.11.2024 | 9.06% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 196'633 | 25'000 | 51'136 CHF | 7'139 CHF | 100.00% | 100.00% |
11.11.2024 | 7.69% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 177'463 | 25'000 | 51'410 CHF | 7'826 CHF | 100.00% | 100.00% |
08.11.2024 | 7.18% | 0.28 CHF | 0.31 CHF | 180'000 | 25'000 | 182'060 | 25'000 | 51'635 CHF | 7'623 CHF | 100.00% | 100.00% |
07.11.2024 | 6.78% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 171'786 | 24'769 | 51'999 CHF | 8'027 CHF | 98.53% | 98.53% |