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 | 4.15% | 0.25 CHF | 0.31 CHF | 170'454 | 50'000 | 166'001 | 50'000 | 50'477 CHF | 15'868 CHF | 14.13% | 100.00% |
19.11.2024 | 3.99% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 166'116 | 50'000 | 50'386 CHF | 15'813 CHF | 92.55% | 92.55% |
18.11.2024 | 4.17% | 0.32 CHF | 0.33 CHF | 168'702 | 50'000 | 169'297 | 50'000 | 50'495 CHF | 15'547 CHF | 60.17% | 60.17% |
15.11.2024 | 4.57% | 0.28 CHF | 0.29 CHF | 170'343 | 50'000 | 170'152 | 50'000 | 47'189 CHF | 14'515 CHF | 100.00% | 100.00% |
14.11.2024 | 4.84% | 0.32 CHF | 0.33 CHF | 168'804 | 50'000 | 170'909 | 50'000 | 43'838 CHF | 13'464 CHF | 81.77% | 81.77% |
13.11.2024 | 8.45% | 0.18 CHF | 0.20 CHF | 172'381 | 50'000 | 173'084 | 49'383 | 26'610 CHF | 8'247 CHF | 99.32% | 99.32% |
12.11.2024 | 6.56% | 0.14 CHF | 0.16 CHF | 173'264 | 50'000 | 171'844 | 50'000 | 32'015 CHF | 9'944 CHF | 100.00% | 100.00% |
11.11.2024 | 4.67% | 0.23 CHF | 0.24 CHF | 170'171 | 50'000 | 168'805 | 49'974 | 44'075 CHF | 13'672 CHF | 100.00% | 100.00% |
08.11.2024 | 4.64% | 0.26 CHF | 0.27 CHF | 167'955 | 50'000 | 167'132 | 50'000 | 47'007 CHF | 14'732 CHF | 58.63% | 58.63% |
07.11.2024 | 3.90% | 0.31 CHF | 0.33 CHF | 165'995 | 50'000 | 147'934 | 49'982 | 51'691 CHF | 18'206 CHF | 91.62% | 91.62% |