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 | 5.20% | 0.25 CHF | 0.26 CHF | 181'311 | 100'000 | 180'938 | 100'000 | 45'873 CHF | 26'705 CHF | 100.00% | 100.00% |
19.11.2024 | 6.32% | 0.23 CHF | 0.25 CHF | 183'009 | 100'000 | 179'914 | 100'000 | 45'937 CHF | 27'204 CHF | 100.00% | 100.00% |
18.11.2024 | 5.28% | 0.28 CHF | 0.29 CHF | 177'652 | 100'000 | 177'874 | 100'000 | 49'004 CHF | 29'044 CHF | 100.00% | 100.00% |
15.11.2024 | 5.95% | 0.26 CHF | 0.28 CHF | 179'514 | 100'000 | 179'082 | 100'000 | 48'338 CHF | 28'650 CHF | 99.99% | 99.99% |
14.11.2024 | 5.03% | 0.29 CHF | 0.30 CHF | 177'364 | 100'000 | 178'456 | 100'000 | 50'133 CHF | 29'542 CHF | 99.52% | 99.52% |
13.11.2024 | 5.60% | 0.28 CHF | 0.30 CHF | 177'409 | 100'000 | 176'858 | 98'950 | 50'094 CHF | 29'635 CHF | 80.70% | 80.70% |
12.11.2024 | 4.76% | 0.30 CHF | 0.31 CHF | 175'326 | 100'000 | 170'059 | 100'000 | 51'687 CHF | 31'874 CHF | 77.00% | 77.00% |
11.11.2024 | 4.49% | 0.31 CHF | 0.33 CHF | 170'000 | 100'000 | 163'197 | 100'000 | 51'722 CHF | 33'161 CHF | 100.00% | 100.00% |
08.11.2024 | 4.89% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'957 | 100'000 | 52'485 CHF | 32'430 CHF | 100.00% | 100.00% |
07.11.2024 | 5.06% | 0.32 CHF | 0.34 CHF | 160'000 | 100'000 | 162'433 | 97'408 | 51'413 CHF | 32'447 CHF | 99.13% | 99.13% |