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 | 5.20% | 0.22 CHF | 0.23 CHF | 203'470 | 50'000 | 202'269 | 50'000 | 38'907 CHF | 10'123 CHF | 100.00% | 100.00% |
19.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 202'735 | 50'000 | 203'102 | 50'000 | 46'926 CHF | 12'094 CHF | 91.27% | 91.27% |
18.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 202'584 | 50'000 | 203'162 | 50'000 | 40'750 CHF | 10'567 CHF | 100.00% | 100.00% |
15.11.2024 | 5.08% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 203'127 | 50'000 | 43'967 CHF | 11'385 CHF | 100.00% | 100.00% |
14.11.2024 | 5.86% | 0.18 CHF | 0.19 CHF | 202'394 | 50'000 | 202'743 | 50'000 | 37'015 CHF | 9'677 CHF | 99.52% | 99.52% |
13.11.2024 | 5.41% | 0.21 CHF | 0.22 CHF | 202'847 | 50'000 | 201'726 | 49'700 | 38'999 CHF | 10'133 CHF | 98.35% | 98.35% |
12.11.2024 | 8.05% | 0.16 CHF | 0.17 CHF | 199'886 | 50'000 | 198'872 | 50'000 | 26'897 CHF | 7'320 CHF | 99.93% | 99.93% |
11.11.2024 | 12.14% | 0.08 CHF | 0.10 CHF | 196'231 | 50'000 | 196'201 | 50'000 | 16'858 CHF | 4'850 CHF | 100.00% | 100.00% |