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 | 4.66% | 0.28 CHF | 0.29 CHF | 181'912 | 100'000 | 180'056 | 100'000 | 51'332 CHF | 29'867 CHF | 78.30% | 78.30% |
19.11.2024 | 5.72% | 0.26 CHF | 0.28 CHF | 183'009 | 100'000 | 178'483 | 100'000 | 50'005 CHF | 29'708 CHF | 56.00% | 56.00% |
18.11.2024 | 4.55% | 0.30 CHF | 0.31 CHF | 179'070 | 100'000 | 170'000 | 100'000 | 52'465 CHF | 32'301 CHF | 67.68% | 67.68% |
15.11.2024 | 5.24% | 0.30 CHF | 0.31 CHF | 179'898 | 100'000 | 171'979 | 100'000 | 51'844 CHF | 31'793 CHF | 73.49% | 73.49% |
14.11.2024 | 4.50% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 166'519 | 100'000 | 51'867 CHF | 32'608 CHF | 95.38% | 95.38% |
13.11.2024 | 4.94% | 0.31 CHF | 0.33 CHF | 170'000 | 100'000 | 165'046 | 99'147 | 52'125 CHF | 32'912 CHF | 99.32% | 99.32% |
12.11.2024 | 4.18% | 0.32 CHF | 0.34 CHF | 160'000 | 100'000 | 156'401 | 100'000 | 52'058 CHF | 34'721 CHF | 100.00% | 100.00% |
11.11.2024 | 4.11% | 0.34 CHF | 0.36 CHF | 150'000 | 100'000 | 149'738 | 100'000 | 51'965 CHF | 36'161 CHF | 100.00% | 100.00% |
08.11.2024 | 4.46% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 151'225 | 100'000 | 51'227 CHF | 35'430 CHF | 100.00% | 100.00% |
07.11.2024 | 4.63% | 0.35 CHF | 0.37 CHF | 150'000 | 100'000 | 150'886 | 97'408 | 52'290 CHF | 35'370 CHF | 99.13% | 99.13% |