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 | 4.85% | 0.18 CHF | 0.19 CHF | 202'168 | 50'000 | 200'252 | 50'000 | 40'433 CHF | 10'598 CHF | 100.00% | 100.00% |
19.11.2024 | 5.01% | 0.21 CHF | 0.22 CHF | 199'547 | 50'000 | 200'543 | 50'000 | 39'167 CHF | 10'269 CHF | 100.00% | 100.00% |
18.11.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 197'699 | 50'000 | 197'178 | 50'000 | 47'221 CHF | 12'478 CHF | 100.00% | 100.00% |
15.11.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 182'892 | 50'000 | 51'036 CHF | 14'463 CHF | 99.89% | 99.89% |
14.11.2024 | 4.10% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 195'095 | 50'000 | 46'942 CHF | 12'577 CHF | 94.48% | 94.48% |
13.11.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 199'076 | 50'000 | 197'958 | 49'519 | 44'480 CHF | 11'624 CHF | 98.88% | 98.88% |
12.11.2024 | 3.97% | 0.22 CHF | 0.23 CHF | 198'069 | 50'000 | 195'740 | 50'000 | 48'420 CHF | 12'870 CHF | 96.40% | 96.40% |
11.11.2024 | 2.91% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 152'909 | 50'000 | 51'697 CHF | 17'431 CHF | 100.00% | 100.00% |
08.11.2024 | 2.86% | 0.32 CHF | 0.33 CHF | 160'000 | 25'000 | 150'489 | 25'000 | 51'926 CHF | 8'898 CHF | 100.00% | 100.00% |
07.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 111'474 | 24'740 | 51'978 CHF | 11'791 CHF | 99.06% | 99.06% |