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 | 9.11% | 0.34 CHF | 0.37 CHF | 160'000 | 75'000 | 160'168 | 75'000 | 52'145 CHF | 26'749 CHF | 27.49% | 27.49% |
19.11.2024 | 4.05% | 0.27 CHF | 0.28 CHF | 178'678 | 50'000 | 182'767 | 50'000 | 47'396 CHF | 13'511 CHF | 81.75% | 81.75% |
18.11.2024 | 6.45% | 0.28 CHF | 0.30 CHF | 172'696 | 75'000 | 177'658 | 63'678 | 48'398 CHF | 18'320 CHF | 44.94% | 44.94% |
15.11.2024 | 5.09% | 0.25 CHF | 0.26 CHF | 185'983 | 50'000 | 204'367 | 50'000 | 43'863 CHF | 11'349 CHF | 99.90% | 99.90% |
14.11.2024 | - | 0.27 CHF | 0.29 CHF | 25'000 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 3.82% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 168'434 | 74'123 | 51'757 CHF | 23'681 CHF | 98.65% | 98.65% |
12.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 198'724 | 50'000 | 187'453 | 50'000 | 50'198 CHF | 13'991 CHF | 26.98% | 26.98% |
11.11.2024 | 5.69% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 145'697 | 50'000 | 51'760 CHF | 18'850 CHF | 99.56% | 99.56% |
08.11.2024 | 5.75% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 150'733 | 50'000 | 51'570 CHF | 18'138 CHF | 99.41% | 99.41% |
07.11.2024 | 5.41% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 125'169 | 47'981 | 49'443 CHF | 20'034 CHF | 97.83% | 97.83% |