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 | 7.79% | 0.12 CHF | 0.13 CHF | 211'357 | 50'000 | 210'167 | 50'000 | 26'015 CHF | 6'691 CHF | 100.00% | 100.00% |
19.11.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 209'664 | 50'000 | 210'072 | 50'000 | 25'181 CHF | 6'495 CHF | 95.85% | 95.85% |
18.11.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 210'472 | 50'000 | 210'772 | 50'000 | 26'174 CHF | 6'710 CHF | 99.57% | 99.57% |
15.11.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 209'443 | 50'000 | 208'844 | 50'000 | 30'759 CHF | 7'865 CHF | 100.00% | 100.00% |
14.11.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 208'028 | 50'000 | 208'018 | 50'000 | 33'033 CHF | 8'440 CHF | 99.44% | 99.44% |
13.11.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 207'171 | 50'000 | 205'990 | 49'878 | 33'871 CHF | 8'702 CHF | 94.79% | 94.79% |
12.11.2024 | 5.04% | 0.18 CHF | 0.19 CHF | 204'122 | 50'000 | 203'237 | 50'000 | 39'385 CHF | 10'191 CHF | 100.00% | 100.00% |
11.11.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 201'700 | 50'000 | 200'612 | 50'000 | 42'590 CHF | 11'116 CHF | 94.79% | 94.79% |
08.11.2024 | 4.65% | 0.19 CHF | 0.20 CHF | 201'325 | 50'000 | 199'350 | 50'000 | 42'010 CHF | 11'040 CHF | 100.00% | 100.00% |
07.11.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 197'259 | 50'000 | 197'327 | 48'444 | 47'514 CHF | 12'156 CHF | 99.06% | 99.06% |