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 | 5.19% | 0.17 CHF | 0.18 CHF | 186'115 | 50'000 | 177'724 | 50'000 | 33'457 CHF | 9'925 CHF | 100.00% | 100.00% |
19.11.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 186'377 | 50'000 | 189'313 | 50'000 | 32'813 CHF | 9'180 CHF | 100.00% | 100.00% |
18.11.2024 | 6.06% | 0.20 CHF | 0.21 CHF | 175'174 | 50'000 | 174'233 | 44'486 | 33'647 CHF | 9'043 CHF | 100.00% | 100.00% |
15.11.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 155'923 | 50'000 | 152'683 | 50'000 | 34'706 CHF | 11'868 CHF | 100.00% | 100.00% |
14.11.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 142'811 | 50'000 | 139'547 | 50'000 | 36'887 CHF | 13'724 CHF | 99.27% | 99.27% |
13.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 135'333 | 50'000 | 137'030 | 49'694 | 36'862 CHF | 13'881 CHF | 98.49% | 98.49% |
12.11.2024 | 4.04% | 0.27 CHF | 0.28 CHF | 136'085 | 50'000 | 138'049 | 50'000 | 37'079 CHF | 13'983 CHF | 100.00% | 100.00% |
11.11.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 129'248 | 50'000 | 129'627 | 50'000 | 38'092 CHF | 15'198 CHF | 100.00% | 100.00% |
08.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 134'817 | 50'000 | 138'044 | 50'000 | 37'056 CHF | 13'923 CHF | 100.00% | 100.00% |
07.11.2024 | 3.88% | 0.28 CHF | 0.29 CHF | 135'632 | 50'000 | 136'851 | 48'704 | 36'948 CHF | 13'687 CHF | 99.23% | 99.23% |