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 | 3.85% | 0.25 CHF | 0.27 CHF | 208'138 | 50'000 | 200'000 | 50'000 | 51'016 CHF | 13'254 CHF | 14.13% | 53.46% |
19.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 208'258 | 50'000 | 206'090 | 50'000 | 49'776 CHF | 12'585 CHF | 55.28% | 55.28% |
18.11.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 200'356 | 50'000 | 50'491 CHF | 13'101 CHF | 45.00% | 45.00% |
15.11.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 189'771 | 50'000 | 51'259 CHF | 14'012 CHF | 100.00% | 100.00% |
14.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 180'471 | 50'000 | 50'885 CHF | 14'599 CHF | 99.44% | 99.44% |
13.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 178'690 | 49'878 | 50'980 CHF | 14'744 CHF | 94.79% | 94.79% |
12.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 164'316 | 50'000 | 52'007 CHF | 16'335 CHF | 100.00% | 100.00% |
11.11.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 153'612 | 50'000 | 51'703 CHF | 17'338 CHF | 94.79% | 94.79% |
08.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 155'996 | 50'000 | 52'032 CHF | 17'205 CHF | 100.00% | 100.00% |
07.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'226 | 48'444 | 51'107 CHF | 18'150 CHF | 99.06% | 99.06% |