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 | 4.63% | 0.25 CHF | 0.26 CHF | 202'939 | 50'000 | 200'869 | 50'000 | 49'067 CHF | 12'798 CHF | 90.52% | 90.52% |
19.11.2024 | 5.25% | 0.23 CHF | 0.25 CHF | 209'903 | 50'000 | 215'712 | 50'000 | 48'026 CHF | 11'735 CHF | 99.40% | 99.40% |
18.11.2024 | 5.91% | 0.23 CHF | 0.24 CHF | 213'841 | 50'000 | 212'639 | 43'384 | 48'171 CHF | 10'401 CHF | 100.00% | 100.00% |
15.11.2024 | 5.75% | 0.21 CHF | 0.22 CHF | 222'631 | 50'000 | 205'290 | 50'000 | 48'677 CHF | 12'603 CHF | 100.00% | 100.00% |
14.11.2024 | 4.45% | 0.26 CHF | 0.27 CHF | 192'512 | 50'000 | 194'693 | 50'000 | 50'365 CHF | 13'526 CHF | 99.52% | 99.52% |
13.11.2024 | 5.64% | 0.26 CHF | 0.27 CHF | 192'507 | 50'000 | 185'374 | 48'007 | 50'080 CHF | 13'709 CHF | 30.74% | 30.74% |
12.11.2024 | 4.14% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 166'759 | 50'000 | 51'730 CHF | 16'180 CHF | 66.96% | 66.96% |
11.11.2024 | 4.60% | 0.30 CHF | 0.32 CHF | 170'000 | 50'000 | 170'291 | 50'000 | 51'160 CHF | 15'731 CHF | 73.67% | 73.67% |
08.11.2024 | 3.93% | 0.29 CHF | 0.31 CHF | 175'700 | 50'000 | 171'260 | 50'000 | 51'425 CHF | 15'621 CHF | 23.26% | 23.26% |
07.11.2024 | 5.15% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 186'358 | 46'956 | 50'254 CHF | 13'296 CHF | 50.66% | 50.66% |