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 | 3.92% | 0.24 CHF | 0.25 CHF | 144'965 | 50'000 | 144'207 | 50'000 | 36'093 CHF | 13'017 CHF | 100.00% | 100.00% |
19.11.2024 | 4.46% | 0.24 CHF | 0.25 CHF | 144'939 | 50'000 | 146'389 | 50'000 | 32'179 CHF | 11'497 CHF | 100.00% | 100.00% |
18.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 145'740 | 50'000 | 146'495 | 50'000 | 33'494 CHF | 11'934 CHF | 100.00% | 100.00% |
15.11.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 145'189 | 50'000 | 146'593 | 50'000 | 33'771 CHF | 12'024 CHF | 100.00% | 100.00% |
14.11.2024 | 5.13% | 0.21 CHF | 0.22 CHF | 148'370 | 50'000 | 150'022 | 50'000 | 28'637 CHF | 10'049 CHF | 99.22% | 99.22% |
13.11.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 151'119 | 50'000 | 150'806 | 49'448 | 24'953 CHF | 8'679 CHF | 99.36% | 99.36% |
12.11.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 150'221 | 50'000 | 149'796 | 50'000 | 26'945 CHF | 9'494 CHF | 100.00% | 100.00% |
11.11.2024 | 4.06% | 0.22 CHF | 0.23 CHF | 146'463 | 50'000 | 144'203 | 50'000 | 34'881 CHF | 12'598 CHF | 100.00% | 100.00% |
08.11.2024 | 10.24% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'985 CHF | 4'414 CHF | 100.00% | 100.00% |
07.11.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 142'977 | 50'000 | 144'912 | 48'697 | 32'768 CHF | 11'506 CHF | 98.73% | 98.73% |