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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 133'854 | 50'000 | 134'365 | 50'000 | 37'931 CHF | 14'616 CHF | 100.00% | 100.00% |
20.11.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 138'586 | 50'000 | 139'079 | 50'000 | 36'424 CHF | 13'595 CHF | 100.00% | 100.00% |
19.11.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 149'763 | 50'000 | 150'118 | 50'000 | 35'457 CHF | 12'311 CHF | 99.94% | 99.94% |
18.11.2024 | 4.64% | 0.24 CHF | 0.25 CHF | 145'214 | 50'000 | 145'559 | 44'466 | 35'611 CHF | 11'354 CHF | 99.64% | 99.64% |
15.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 146'465 | 50'000 | 146'725 | 50'000 | 37'785 CHF | 13'376 CHF | 74.69% | 74.69% |
14.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 138'268 | 50'000 | 139'224 | 50'000 | 38'829 CHF | 14'448 CHF | 99.44% | 99.44% |
13.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 137'716 | 50'000 | 137'380 | 49'819 | 38'998 CHF | 14'643 CHF | 98.88% | 98.88% |
12.11.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 134'383 | 50'000 | 131'133 | 50'000 | 39'339 CHF | 15'500 CHF | 99.99% | 99.99% |
11.11.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 126'445 | 50'000 | 125'963 | 50'000 | 41'121 CHF | 16'824 CHF | 100.00% | 100.00% |
08.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 125'843 | 50'000 | 123'867 | 50'000 | 41'194 CHF | 17'129 CHF | 88.69% | 88.69% |