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 | 3.73% | 0.25 CHF | 0.26 CHF | 201'320 | 50'000 | 195'198 | 50'000 | 51'414 CHF | 13'680 CHF | 42.44% | 42.44% |
19.11.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 199'547 | 50'000 | 199'587 | 50'000 | 49'542 CHF | 12'921 CHF | 88.45% | 88.45% |
18.11.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 176'252 | 50'000 | 51'655 CHF | 15'169 CHF | 100.00% | 100.00% |
15.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 155'553 | 50'000 | 51'783 CHF | 17'159 CHF | 100.00% | 100.00% |
14.11.2024 | 3.34% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 176'173 | 50'000 | 51'801 CHF | 15'321 CHF | 99.44% | 99.44% |
13.11.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 199'570 | 50'000 | 181'622 | 49'420 | 51'179 CHF | 14'438 CHF | 82.03% | 82.03% |
12.11.2024 | 3.26% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 171'753 | 50'000 | 51'787 CHF | 15'583 CHF | 100.00% | 100.00% |
11.11.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 132'184 | 50'000 | 51'750 CHF | 20'093 CHF | 100.00% | 100.00% |
08.11.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140'000 | 25'000 | 130'418 | 25'000 | 51'974 CHF | 10'233 CHF | 100.00% | 100.00% |
07.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'184 | 24'740 | 52'166 CHF | 13'132 CHF | 99.06% | 99.06% |