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 | 5.76% | 0.18 CHF | 0.19 CHF | 199'459 | 100'000 | 197'869 | 100'000 | 33'452 CHF | 17'904 CHF | 100.00% | 100.00% |
19.11.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 197'812 | 100'000 | 199'232 | 100'000 | 37'769 CHF | 19'954 CHF | 100.00% | 100.00% |
18.11.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 200'554 | 100'000 | 201'456 | 100'000 | 41'423 CHF | 21'561 CHF | 100.00% | 100.00% |
15.11.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 201'795 | 100'000 | 200'662 | 100'000 | 38'803 CHF | 20'336 CHF | 100.00% | 100.00% |
14.11.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 200'837 | 100'000 | 202'708 | 100'000 | 43'362 CHF | 22'386 CHF | 99.22% | 99.22% |
13.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 204'477 | 100'000 | 201'615 | 99'134 | 49'300 CHF | 25'245 CHF | 96.47% | 96.47% |
12.11.2024 | 5.83% | 0.21 CHF | 0.22 CHF | 200'306 | 100'000 | 196'791 | 100'000 | 33'110 CHF | 17'813 CHF | 100.00% | 100.00% |
11.11.2024 | 11.53% | 0.11 CHF | 0.12 CHF | 191'943 | 100'000 | 188'982 | 100'000 | 15'730 CHF | 9'318 CHF | 100.00% | 100.00% |
08.11.2024 | 9.75% | 0.10 CHF | 0.11 CHF | 188'908 | 100'000 | 188'693 | 100'000 | 18'549 CHF | 10'828 CHF | 100.00% | 100.00% |
07.11.2024 | 10.77% | 0.09 CHF | 0.10 CHF | 188'196 | 100'000 | 188'915 | 97'395 | 17'057 CHF | 9'769 CHF | 98.73% | 98.73% |