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 | 6.93% | 0.22 CHF | 0.23 CHF | 181'456 | 100'000 | 180'939 | 100'000 | 39'906 CHF | 23'639 CHF | 100.00% | 100.00% |
19.11.2024 | 7.09% | 0.20 CHF | 0.21 CHF | 183'113 | 100'000 | 179'826 | 100'000 | 40'302 CHF | 24'073 CHF | 100.00% | 100.00% |
18.11.2024 | 5.84% | 0.24 CHF | 0.26 CHF | 177'592 | 100'000 | 177'867 | 100'000 | 43'512 CHF | 25'933 CHF | 100.00% | 100.00% |
15.11.2024 | 6.42% | 0.23 CHF | 0.25 CHF | 179'353 | 100'000 | 179'061 | 100'000 | 42'841 CHF | 25'516 CHF | 99.99% | 99.99% |
14.11.2024 | 5.71% | 0.26 CHF | 0.27 CHF | 177'380 | 100'000 | 178'542 | 100'000 | 44'543 CHF | 26'414 CHF | 99.52% | 99.52% |
13.11.2024 | 5.84% | 0.25 CHF | 0.27 CHF | 177'290 | 100'000 | 176'535 | 99'147 | 45'042 CHF | 26'814 CHF | 99.32% | 99.32% |
12.11.2024 | 5.91% | 0.26 CHF | 0.28 CHF | 175'328 | 100'000 | 174'393 | 100'000 | 47'175 CHF | 28'698 CHF | 100.00% | 100.00% |
11.11.2024 | 5.67% | 0.28 CHF | 0.30 CHF | 172'661 | 100'000 | 172'192 | 100'000 | 49'376 CHF | 30'350 CHF | 32.83% | 32.83% |
08.11.2024 | 5.16% | 0.28 CHF | 0.29 CHF | 171'988 | 100'000 | 171'841 | 100'000 | 47'789 CHF | 29'286 CHF | 100.00% | 100.00% |
07.11.2024 | 5.59% | 0.29 CHF | 0.31 CHF | 170'612 | 100'000 | 171'570 | 97'408 | 49'053 CHF | 29'449 CHF | 99.13% | 99.13% |