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 | 4.21% | 0.46 CHF | 0.48 CHF | 114'553 | 50'000 | 110'595 | 50'000 | 51'501 CHF | 24'288 CHF | 95.94% | 95.94% |
19.11.2024 | 4.43% | 0.44 CHF | 0.46 CHF | 116'948 | 50'000 | 116'368 | 50'000 | 51'359 CHF | 23'070 CHF | 85.49% | 85.49% |
18.11.2024 | 4.94% | 0.45 CHF | 0.47 CHF | 116'553 | 50'000 | 117'367 | 43'384 | 51'505 CHF | 19'991 CHF | 100.00% | 100.00% |
15.11.2024 | 4.81% | 0.42 CHF | 0.44 CHF | 119'312 | 50'000 | 122'946 | 50'000 | 49'947 CHF | 21'322 CHF | 90.62% | 90.62% |
14.11.2024 | 3.67% | 0.39 CHF | 0.41 CHF | 125'717 | 50'000 | 128'970 | 50'000 | 48'412 CHF | 19'479 CHF | 99.27% | 99.27% |
13.11.2024 | 4.11% | 0.37 CHF | 0.39 CHF | 128'352 | 50'000 | 128'106 | 49'436 | 48'206 CHF | 19'387 CHF | 99.40% | 99.40% |
12.11.2024 | 4.89% | 0.39 CHF | 0.41 CHF | 126'113 | 50'000 | 124'191 | 50'000 | 49'536 CHF | 20'944 CHF | 100.00% | 100.00% |
11.11.2024 | 4.54% | 0.43 CHF | 0.45 CHF | 118'804 | 50'000 | 119'240 | 50'000 | 51'313 CHF | 22'519 CHF | 100.00% | 100.00% |
08.11.2024 | 4.92% | 0.41 CHF | 0.43 CHF | 123'331 | 50'000 | 123'879 | 50'000 | 49'140 CHF | 20'836 CHF | 100.00% | 100.00% |
07.11.2024 | 4.80% | 0.41 CHF | 0.43 CHF | 120'527 | 50'000 | 120'231 | 48'108 | 50'635 CHF | 21'205 CHF | 65.68% | 65.68% |