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 | 4.51% | 0.20 CHF | 0.21 CHF | 231'582 | 20'000 | 214'551 | 20'000 | 46'548 CHF | 4'549 CHF | 100.00% | 100.00% |
19.11.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 227'102 | 20'000 | 227'784 | 20'000 | 46'365 CHF | 4'272 CHF | 97.46% | 97.46% |
18.11.2024 | 5.33% | 0.21 CHF | 0.22 CHF | 217'112 | 20'000 | 198'220 | 18'203 | 40'571 CHF | 3'924 CHF | 91.03% | 91.03% |
15.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 223'998 | 20'000 | 214'386 | 20'000 | 47'641 CHF | 4'652 CHF | 41.53% | 41.53% |
14.11.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 194'716 | 20'000 | 199'858 | 20'000 | 50'112 CHF | 5'222 CHF | 32.41% | 32.41% |
13.11.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 236'694 | 20'000 | 224'951 | 19'797 | 47'318 CHF | 4'370 CHF | 95.42% | 95.42% |
12.11.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 211'796 | 20'000 | 201'192 | 20'000 | 49'693 CHF | 5'144 CHF | 32.24% | 32.24% |
11.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 176'826 | 20'000 | 175'860 | 20'000 | 50'493 CHF | 5'947 CHF | 7.10% | 7.10% |
08.11.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 187'895 | 20'000 | 185'597 | 20'000 | 49'595 CHF | 5'550 CHF | 44.18% | 44.18% |
07.11.2024 | 4.12% | 0.32 CHF | 0.33 CHF | 161'327 | 20'000 | 115'986 | 15'724 | 35'979 CHF | 5'040 CHF | 15.04% | 15.04% |