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 | 5.66% | 0.32 CHF | 0.34 CHF | 103'145 | 50'000 | 101'535 | 50'000 | 38'477 CHF | 20'053 CHF | 100.00% | 100.00% |
19.11.2024 | 5.60% | 0.33 CHF | 0.35 CHF | 102'238 | 50'000 | 101'649 | 50'000 | 36'808 CHF | 19'148 CHF | 100.00% | 100.00% |
18.11.2024 | 7.53% | 0.28 CHF | 0.30 CHF | 103'908 | 50'000 | 104'099 | 50'000 | 29'178 CHF | 15'112 CHF | 100.00% | 100.00% |
15.11.2024 | 7.31% | 0.29 CHF | 0.31 CHF | 104'000 | 50'000 | 104'218 | 50'000 | 29'683 CHF | 15'322 CHF | 100.00% | 100.00% |
14.11.2024 | 7.43% | 0.29 CHF | 0.31 CHF | 104'135 | 50'000 | 104'434 | 50'000 | 29'328 CHF | 15'126 CHF | 99.27% | 99.27% |
13.11.2024 | 8.99% | 0.26 CHF | 0.28 CHF | 104'389 | 50'000 | 104'829 | 49'435 | 24'684 CHF | 12'726 CHF | 99.40% | 99.40% |
12.11.2024 | 6.99% | 0.29 CHF | 0.31 CHF | 103'521 | 50'000 | 103'415 | 50'000 | 29'824 CHF | 15'464 CHF | 100.00% | 100.00% |
11.11.2024 | 8.31% | 0.25 CHF | 0.28 CHF | 104'001 | 50'000 | 104'131 | 50'000 | 25'612 CHF | 13'365 CHF | 100.00% | 100.00% |
08.11.2024 | 12.51% | 0.22 CHF | 0.24 CHF | 104'222 | 50'000 | 105'469 | 50'000 | 16'875 CHF | 9'039 CHF | 100.00% | 100.00% |
07.11.2024 | 13.57% | 0.13 CHF | 0.15 CHF | 106'386 | 50'000 | 106'029 | 48'722 | 15'950 CHF | 8'370 CHF | 98.89% | 98.89% |