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 | 3.62% | 0.26 CHF | 0.27 CHF | 144'965 | 50'000 | 144'183 | 50'000 | 39'115 CHF | 14'068 CHF | 100.00% | 100.00% |
19.11.2024 | 4.09% | 0.26 CHF | 0.27 CHF | 145'009 | 50'000 | 146'423 | 50'000 | 35'201 CHF | 12'526 CHF | 100.00% | 100.00% |
18.11.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 145'740 | 50'000 | 146'516 | 50'000 | 36'456 CHF | 12'943 CHF | 100.00% | 100.00% |
15.11.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 145'489 | 50'000 | 146'782 | 50'000 | 36'855 CHF | 13'059 CHF | 100.00% | 100.00% |
14.11.2024 | 4.63% | 0.23 CHF | 0.24 CHF | 148'535 | 50'000 | 150'019 | 50'000 | 31'780 CHF | 11'097 CHF | 99.22% | 99.22% |
13.11.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 151'292 | 50'000 | 150'801 | 49'448 | 28'098 CHF | 9'711 CHF | 99.36% | 99.36% |
12.11.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 150'221 | 50'000 | 149'810 | 50'000 | 29'987 CHF | 10'509 CHF | 100.00% | 100.00% |
11.11.2024 | 3.75% | 0.24 CHF | 0.25 CHF | 145'889 | 50'000 | 144'259 | 50'000 | 37'881 CHF | 13'634 CHF | 100.00% | 100.00% |
08.11.2024 | 9.06% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'508 CHF | 4'935 CHF | 100.00% | 100.00% |
07.11.2024 | 4.11% | 0.26 CHF | 0.27 CHF | 142'977 | 50'000 | 144'879 | 48'696 | 35'689 CHF | 12'492 CHF | 98.73% | 98.73% |