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 | 5.20% | 0.29 CHF | 0.30 CHF | 160'354 | 50'000 | 159'703 | 50'000 | 45'774 CHF | 15'102 CHF | 100.00% | 100.00% |
19.11.2024 | 4.74% | 0.27 CHF | 0.29 CHF | 164'649 | 50'000 | 170'196 | 50'000 | 44'384 CHF | 13'677 CHF | 99.39% | 99.39% |
18.11.2024 | 5.34% | 0.28 CHF | 0.29 CHF | 165'358 | 50'000 | 166'679 | 43'383 | 45'651 CHF | 12'527 CHF | 99.96% | 99.96% |
15.11.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 177'228 | 50'000 | 162'606 | 50'000 | 46'831 CHF | 15'061 CHF | 100.00% | 100.00% |
14.11.2024 | 4.23% | 0.31 CHF | 0.33 CHF | 153'526 | 50'000 | 154'396 | 50'000 | 48'485 CHF | 16'383 CHF | 99.52% | 99.52% |
13.11.2024 | 3.85% | 0.32 CHF | 0.33 CHF | 153'526 | 50'000 | 147'593 | 49'241 | 49'493 CHF | 17'161 CHF | 80.72% | 80.72% |
12.11.2024 | 3.44% | 0.35 CHF | 0.37 CHF | 144'044 | 50'000 | 134'290 | 50'000 | 51'098 CHF | 19'705 CHF | 57.19% | 57.19% |
11.11.2024 | 3.87% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'248 | 50'000 | 51'261 CHF | 19'134 CHF | 80.00% | 80.00% |
08.11.2024 | 3.50% | 0.37 CHF | 0.38 CHF | 138'146 | 50'000 | 139'613 | 50'000 | 50'639 CHF | 18'784 CHF | 100.00% | 100.00% |
07.11.2024 | 3.83% | 0.34 CHF | 0.35 CHF | 147'686 | 50'000 | 149'621 | 48'444 | 49'641 CHF | 16'679 CHF | 99.13% | 99.13% |