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 | 3.16% | 0.31 CHF | 0.32 CHF | 144'949 | 50'000 | 144'187 | 50'000 | 44'979 CHF | 16'101 CHF | 100.00% | 100.00% |
19.11.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 145'009 | 50'000 | 146'443 | 50'000 | 41'338 CHF | 14'619 CHF | 100.00% | 100.00% |
18.11.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 145'916 | 50'000 | 146'393 | 50'000 | 42'367 CHF | 14'971 CHF | 100.00% | 100.00% |
15.11.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 145'489 | 50'000 | 146'684 | 50'000 | 42'845 CHF | 15'110 CHF | 100.00% | 100.00% |
14.11.2024 | 3.89% | 0.27 CHF | 0.28 CHF | 148'024 | 50'000 | 150'060 | 50'000 | 37'922 CHF | 13'140 CHF | 99.22% | 99.22% |
13.11.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 151'292 | 50'000 | 150'897 | 49'448 | 34'214 CHF | 11'710 CHF | 99.36% | 99.36% |
12.11.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 150'127 | 50'000 | 149'668 | 50'000 | 36'038 CHF | 12'539 CHF | 100.00% | 100.00% |
11.11.2024 | 3.25% | 0.28 CHF | 0.29 CHF | 145'889 | 50'000 | 144'238 | 50'000 | 43'723 CHF | 15'661 CHF | 100.00% | 100.00% |
08.11.2024 | 7.92% | 0.27 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'517 CHF | 5'970 CHF | 100.00% | 100.00% |
07.11.2024 | 3.49% | 0.31 CHF | 0.32 CHF | 143'000 | 50'000 | 144'885 | 48'697 | 41'539 CHF | 14'449 CHF | 98.73% | 98.73% |