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 | 2.96% | 0.33 CHF | 0.34 CHF | 144'949 | 50'000 | 144'242 | 50'000 | 47'995 CHF | 17'140 CHF | 100.00% | 100.00% |
19.11.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 145'009 | 50'000 | 146'453 | 50'000 | 44'361 CHF | 15'650 CHF | 100.00% | 100.00% |
18.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 145'916 | 50'000 | 146'433 | 50'000 | 45'380 CHF | 15'996 CHF | 100.00% | 100.00% |
15.11.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 145'669 | 50'000 | 146'714 | 50'000 | 45'880 CHF | 16'141 CHF | 100.00% | 100.00% |
14.11.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 148'024 | 50'000 | 150'060 | 50'000 | 40'923 CHF | 14'140 CHF | 99.22% | 99.22% |
13.11.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 151'292 | 50'000 | 150'912 | 49'448 | 37'265 CHF | 12'709 CHF | 99.36% | 99.36% |
12.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 150'127 | 50'000 | 149'698 | 50'000 | 39'040 CHF | 13'540 CHF | 100.00% | 100.00% |
11.11.2024 | 3.05% | 0.30 CHF | 0.31 CHF | 145'889 | 50'000 | 144'262 | 50'000 | 46'696 CHF | 16'689 CHF | 100.00% | 100.00% |
08.11.2024 | 7.21% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'036 CHF | 6'485 CHF | 100.00% | 100.00% |
07.11.2024 | 3.26% | 0.33 CHF | 0.34 CHF | 143'055 | 50'000 | 144'949 | 48'697 | 44'556 CHF | 15'457 CHF | 98.73% | 98.73% |