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 | 8.77% | 0.09 CHF | 0.10 CHF | 203'797 | 50'000 | 202'373 | 50'000 | 24'657 CHF | 6'649 CHF | 100.00% | 100.00% |
19.11.2024 | 12.20% | 0.09 CHF | 0.11 CHF | 202'853 | 50'000 | 203'623 | 50'000 | 17'223 CHF | 4'771 CHF | 100.00% | 100.00% |
18.11.2024 | 8.61% | 0.13 CHF | 0.14 CHF | 202'308 | 50'000 | 203'142 | 50'000 | 23'423 CHF | 6'283 CHF | 100.00% | 100.00% |
15.11.2024 | 10.84% | 0.06 CHF | 0.07 CHF | 206'273 | 50'000 | 204'128 | 50'000 | 20'859 CHF | 5'673 CHF | 100.00% | 100.00% |
14.11.2024 | 7.74% | 0.14 CHF | 0.15 CHF | 202'140 | 50'000 | 202'702 | 50'000 | 27'857 CHF | 7'424 CHF | 99.52% | 99.52% |
13.11.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 202'917 | 50'000 | 201'681 | 49'700 | 25'655 CHF | 6'865 CHF | 98.35% | 98.35% |
12.11.2024 | 5.81% | 0.16 CHF | 0.17 CHF | 200'022 | 50'000 | 198'844 | 50'000 | 36'971 CHF | 9'851 CHF | 99.93% | 99.93% |
11.11.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 196'429 | 50'000 | 196'095 | 50'000 | 46'469 CHF | 12'370 CHF | 100.00% | 100.00% |
08.11.2024 | 6.23% | 0.18 CHF | 0.19 CHF | 197'514 | 50'000 | 197'234 | 50'000 | 35'030 CHF | 9'451 CHF | 100.00% | 100.00% |
07.11.2024 | 6.16% | 0.15 CHF | 0.17 CHF | 198'340 | 50'000 | 197'642 | 48'695 | 36'167 CHF | 9'478 CHF | 98.50% | 98.50% |