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 | 4.40% | 0.22 CHF | 0.23 CHF | 145'051 | 50'000 | 144'279 | 50'000 | 32'170 CHF | 11'652 CHF | 100.00% | 100.00% |
19.11.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 145'215 | 50'000 | 146'476 | 50'000 | 28'319 CHF | 10'171 CHF | 100.00% | 100.00% |
18.11.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 145'907 | 50'000 | 146'435 | 50'000 | 29'366 CHF | 10'529 CHF | 100.00% | 100.00% |
15.11.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 145'779 | 50'000 | 146'626 | 50'000 | 29'920 CHF | 10'708 CHF | 100.00% | 100.00% |
14.11.2024 | 5.94% | 0.18 CHF | 0.19 CHF | 147'991 | 50'000 | 149'959 | 50'000 | 24'622 CHF | 8'714 CHF | 99.22% | 99.22% |
13.11.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 151'457 | 50'000 | 150'942 | 49'448 | 20'834 CHF | 7'319 CHF | 99.36% | 99.36% |
12.11.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 149'491 | 50'000 | 149'657 | 50'000 | 22'619 CHF | 8'057 CHF | 100.00% | 100.00% |
11.11.2024 | 4.58% | 0.19 CHF | 0.20 CHF | 145'970 | 50'000 | 144'188 | 50'000 | 30'877 CHF | 11'212 CHF | 100.00% | 100.00% |
08.11.2024 | 13.08% | 0.18 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'292 CHF | 3'745 CHF | 100.00% | 100.00% |
07.11.2024 | 5.02% | 0.22 CHF | 0.23 CHF | 143'055 | 50'000 | 144'956 | 48'697 | 28'748 CHF | 10'147 CHF | 98.73% | 98.73% |