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 | 6.99% | 0.27 CHF | 0.29 CHF | 199'232 | 25'000 | 183'024 | 25'000 | 50'742 CHF | 7'444 CHF | 51.83% | 51.83% |
19.11.2024 | 7.68% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 187'200 | 25'000 | 50'478 CHF | 7'293 CHF | 78.30% | 78.30% |
18.11.2024 | 9.20% | 0.27 CHF | 0.29 CHF | 194'336 | 25'000 | 184'660 | 23'496 | 51'395 CHF | 7'153 CHF | 73.30% | 73.30% |
15.11.2024 | 7.14% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 164'760 | 25'000 | 51'856 CHF | 8'464 CHF | 100.00% | 100.00% |
14.11.2024 | 5.91% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 158'082 | 25'000 | 52'115 CHF | 8'754 CHF | 99.52% | 99.52% |
13.11.2024 | 5.57% | 0.34 CHF | 0.37 CHF | 150'000 | 25'000 | 139'500 | 24'941 | 51'527 CHF | 9'760 CHF | 99.32% | 99.32% |
12.11.2024 | 5.31% | 0.37 CHF | 0.39 CHF | 140'000 | 25'000 | 124'880 | 25'000 | 51'654 CHF | 10'939 CHF | 90.06% | 90.06% |