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 | 4.50% | 0.21 CHF | 0.22 CHF | 145'092 | 50'000 | 144'277 | 50'000 | 31'406 CHF | 11'387 CHF | 100.00% | 100.00% |
19.11.2024 | 5.24% | 0.20 CHF | 0.21 CHF | 144'857 | 50'000 | 146'403 | 50'000 | 27'342 CHF | 9'842 CHF | 100.00% | 100.00% |
18.11.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 145'554 | 50'000 | 146'424 | 50'000 | 28'713 CHF | 10'307 CHF | 100.00% | 100.00% |
15.11.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 145'251 | 50'000 | 146'672 | 50'000 | 28'795 CHF | 10'321 CHF | 100.00% | 100.00% |
14.11.2024 | 6.21% | 0.18 CHF | 0.19 CHF | 148'122 | 50'000 | 150'056 | 50'000 | 23'581 CHF | 8'363 CHF | 99.22% | 99.22% |
13.11.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 151'025 | 50'000 | 151'003 | 49'448 | 20'043 CHF | 7'061 CHF | 99.36% | 99.36% |
12.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 150'085 | 50'000 | 149'815 | 50'000 | 21'965 CHF | 7'831 CHF | 100.00% | 100.00% |
11.11.2024 | 4.67% | 0.19 CHF | 0.20 CHF | 146'179 | 50'000 | 144'179 | 50'000 | 30'276 CHF | 11'004 CHF | 100.00% | 100.00% |
08.11.2024 | 12.30% | 0.17 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'185 CHF | 3'595 CHF | 100.00% | 100.00% |
07.11.2024 | 5.21% | 0.21 CHF | 0.22 CHF | 142'782 | 50'000 | 144'888 | 48'697 | 28'008 CHF | 9'907 CHF | 98.73% | 98.73% |