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 | 7.21% | 0.13 CHF | 0.14 CHF | 109'456 | 50'000 | 109'466 | 50'000 | 14'650 CHF | 7'192 CHF | 100.00% | 100.00% |
19.11.2024 | 9.84% | 0.10 CHF | 0.11 CHF | 111'120 | 50'000 | 111'694 | 50'000 | 10'851 CHF | 5'359 CHF | 70.65% | 70.65% |
18.11.2024 | 8.52% | 0.11 CHF | 0.12 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 12'518 CHF | 6'132 CHF | 99.64% | 99.64% |
15.11.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 111'265 | 50'000 | 111'105 | 50'000 | 12'966 CHF | 6'336 CHF | 100.00% | 100.00% |
14.11.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 109'011 | 50'000 | 109'087 | 50'000 | 15'955 CHF | 7'814 CHF | 99.44% | 99.44% |
13.11.2024 | 6.50% | 0.15 CHF | 0.16 CHF | 108'146 | 50'000 | 108'128 | 49'819 | 16'320 CHF | 8'023 CHF | 98.88% | 98.88% |
12.11.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 107'168 | 50'000 | 106'351 | 50'000 | 18'938 CHF | 9'404 CHF | 97.96% | 97.96% |
11.11.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 104'524 | 50'000 | 104'189 | 50'000 | 21'652 CHF | 10'892 CHF | 77.73% | 77.73% |
08.11.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 103'507 | 50'000 | 102'731 | 50'000 | 22'332 CHF | 11'370 CHF | 88.69% | 88.69% |
07.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 102'313 | 50'000 | 102'545 | 48'703 | 23'302 CHF | 11'576 CHF | 99.06% | 99.06% |