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 | 10.06% | 0.17 CHF | 0.19 CHF | 214'566 | 25'000 | 203'795 | 25'000 | 38'909 CHF | 5'291 CHF | 100.00% | 100.00% |
19.11.2024 | 10.82% | 0.18 CHF | 0.20 CHF | 208'093 | 25'000 | 205'151 | 25'000 | 38'553 CHF | 5'246 CHF | 100.00% | 100.00% |
18.11.2024 | 13.35% | 0.22 CHF | 0.24 CHF | 189'526 | 25'000 | 203'094 | 23'776 | 39'826 CHF | 5'318 CHF | 90.11% | 90.11% |
15.11.2024 | 8.35% | 0.23 CHF | 0.26 CHF | 184'995 | 25'000 | 186'121 | 25'000 | 43'113 CHF | 6'304 CHF | 99.99% | 99.99% |
14.11.2024 | 8.06% | 0.23 CHF | 0.25 CHF | 192'991 | 25'000 | 179'968 | 25'000 | 44'283 CHF | 6'673 CHF | 99.52% | 99.52% |
13.11.2024 | 8.04% | 0.26 CHF | 0.28 CHF | 176'536 | 25'000 | 163'762 | 24'941 | 46'159 CHF | 7'635 CHF | 99.32% | 99.32% |
12.11.2024 | 6.45% | 0.28 CHF | 0.31 CHF | 162'485 | 25'000 | 147'935 | 25'000 | 48'767 CHF | 8'815 CHF | 74.30% | 74.30% |