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 | 12.54% | 0.14 CHF | 0.16 CHF | 287'867 | 25'000 | 277'690 | 25'000 | 42'186 CHF | 4'315 CHF | 100.00% | 100.00% |
19.11.2024 | 13.96% | 0.15 CHF | 0.17 CHF | 292'546 | 25'000 | 281'086 | 25'000 | 41'793 CHF | 4'283 CHF | 100.00% | 100.00% |
18.11.2024 | 15.34% | 0.17 CHF | 0.19 CHF | 268'043 | 25'000 | 279'863 | 23'897 | 42'734 CHF | 4'244 CHF | 100.00% | 100.00% |
15.11.2024 | 10.96% | 0.18 CHF | 0.20 CHF | 244'076 | 25'000 | 258'823 | 25'000 | 44'683 CHF | 4'819 CHF | 48.06% | 48.06% |
14.11.2024 | 10.77% | 0.17 CHF | 0.19 CHF | 256'011 | 25'000 | 244'699 | 25'000 | 45'530 CHF | 5'185 CHF | 99.52% | 99.52% |
13.11.2024 | 9.86% | 0.20 CHF | 0.22 CHF | 237'933 | 25'000 | 224'000 | 24'923 | 47'228 CHF | 5'809 CHF | 75.90% | 75.90% |
12.11.2024 | 8.72% | 0.21 CHF | 0.24 CHF | 220'100 | 25'000 | 198'628 | 25'000 | 48'760 CHF | 6'720 CHF | 70.90% | 70.90% |
11.11.2024 | 7.88% | 0.29 CHF | 0.32 CHF | 176'126 | 25'000 | 180'398 | 25'000 | 50'598 CHF | 7'590 CHF | 56.36% | 56.36% |
08.11.2024 | 7.29% | 0.27 CHF | 0.29 CHF | 192'178 | 25'000 | 182'269 | 25'000 | 50'090 CHF | 7'396 CHF | 48.90% | 48.90% |
07.11.2024 | 7.81% | 0.29 CHF | 0.31 CHF | 175'852 | 25'000 | 173'338 | 24'765 | 50'726 CHF | 7'841 CHF | 96.70% | 96.70% |