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 | 9.11% | 0.10 CHF | 0.11 CHF | 109'727 | 50'000 | 109'357 | 50'000 | 11'476 CHF | 5'747 CHF | 100.00% | 100.00% |
19.11.2024 | 14.09% | 0.07 CHF | 0.08 CHF | 111'248 | 50'000 | 111'827 | 50'000 | 7'475 CHF | 3'844 CHF | 99.94% | 99.94% |
18.11.2024 | 11.42% | 0.08 CHF | 0.09 CHF | 110'927 | 50'000 | 111'054 | 50'000 | 9'204 CHF | 4'645 CHF | 99.64% | 99.64% |
15.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 111'367 | 50'000 | 111'110 | 50'000 | 9'776 CHF | 4'901 CHF | 93.97% | 93.97% |
14.11.2024 | 8.15% | 0.12 CHF | 0.13 CHF | 109'249 | 50'000 | 109'109 | 50'000 | 12'888 CHF | 6'407 CHF | 99.44% | 99.44% |
13.11.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 108'139 | 50'000 | 108'177 | 49'819 | 13'391 CHF | 6'668 CHF | 98.88% | 98.88% |
12.11.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 106'844 | 50'000 | 106'037 | 50'000 | 15'900 CHF | 7'998 CHF | 97.96% | 97.96% |
11.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 104'575 | 50'000 | 104'212 | 50'000 | 18'648 CHF | 9'449 CHF | 77.73% | 77.73% |
08.11.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 103'665 | 50'000 | 102'857 | 50'000 | 19'337 CHF | 9'901 CHF | 88.69% | 88.69% |
07.11.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 102'504 | 50'000 | 102'623 | 48'703 | 20'355 CHF | 10'160 CHF | 99.06% | 99.06% |