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 | 3.60% | 0.27 CHF | 0.28 CHF | 144'758 | 50'000 | 144'240 | 50'000 | 39'390 CHF | 14'157 CHF | 100.00% | 100.00% |
19.11.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 145'215 | 50'000 | 146'476 | 50'000 | 35'642 CHF | 12'671 CHF | 100.00% | 100.00% |
18.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 145'907 | 50'000 | 146'435 | 50'000 | 36'688 CHF | 13'029 CHF | 100.00% | 100.00% |
15.11.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 145'779 | 50'000 | 146'626 | 50'000 | 37'252 CHF | 13'208 CHF | 100.00% | 100.00% |
14.11.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 147'991 | 50'000 | 149'959 | 50'000 | 32'120 CHF | 11'214 CHF | 99.22% | 99.22% |
13.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 151'292 | 50'000 | 150'917 | 49'448 | 28'286 CHF | 9'762 CHF | 99.36% | 99.36% |
12.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 149'491 | 50'000 | 149'657 | 50'000 | 30'102 CHF | 10'557 CHF | 100.00% | 100.00% |
11.11.2024 | 3.72% | 0.24 CHF | 0.25 CHF | 145'970 | 50'000 | 144'188 | 50'000 | 38'086 CHF | 13'712 CHF | 100.00% | 100.00% |
08.11.2024 | 9.39% | 0.23 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'551 CHF | 4'995 CHF | 100.00% | 100.00% |
07.11.2024 | 4.02% | 0.27 CHF | 0.28 CHF | 143'055 | 50'000 | 144'956 | 48'697 | 35'996 CHF | 12'582 CHF | 98.73% | 98.73% |