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 | 4.20% | 0.22 CHF | 0.23 CHF | 159'486 | 50'000 | 153'868 | 50'000 | 35'910 CHF | 12'173 CHF | 100.00% | 100.00% |
19.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 164'371 | 50'000 | 163'586 | 50'000 | 35'615 CHF | 11'389 CHF | 99.99% | 99.99% |
18.11.2024 | 5.54% | 0.22 CHF | 0.23 CHF | 166'259 | 50'000 | 165'311 | 43'384 | 35'464 CHF | 9'819 CHF | 100.00% | 100.00% |
15.11.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 169'092 | 50'000 | 179'459 | 50'000 | 34'577 CHF | 10'145 CHF | 100.00% | 100.00% |
14.11.2024 | 5.62% | 0.19 CHF | 0.20 CHF | 184'613 | 50'000 | 193'958 | 50'000 | 33'570 CHF | 9'158 CHF | 99.27% | 99.27% |
13.11.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 195'817 | 50'000 | 191'017 | 49'436 | 32'949 CHF | 9'028 CHF | 99.40% | 99.40% |
12.11.2024 | 5.16% | 0.18 CHF | 0.19 CHF | 184'980 | 50'000 | 180'644 | 50'000 | 34'149 CHF | 9'953 CHF | 100.00% | 100.00% |
11.11.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 168'917 | 50'000 | 168'680 | 50'000 | 35'749 CHF | 11'099 CHF | 100.00% | 100.00% |
08.11.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 179'101 | 50'000 | 180'367 | 50'000 | 34'200 CHF | 9'983 CHF | 100.00% | 100.00% |
07.11.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 171'496 | 50'000 | 171'675 | 48'703 | 35'235 CHF | 10'487 CHF | 99.23% | 99.23% |