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 | 3.47% | 0.27 CHF | 0.28 CHF | 159'344 | 50'000 | 154'861 | 50'000 | 43'843 CHF | 14'659 CHF | 100.00% | 100.00% |
19.11.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 163'553 | 50'000 | 162'337 | 50'000 | 43'458 CHF | 13'889 CHF | 99.99% | 99.99% |
18.11.2024 | 4.53% | 0.27 CHF | 0.28 CHF | 165'184 | 50'000 | 164'672 | 43'384 | 43'436 CHF | 11'951 CHF | 100.00% | 100.00% |
15.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 167'743 | 50'000 | 176'537 | 50'000 | 42'612 CHF | 12'582 CHF | 100.00% | 100.00% |
14.11.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 180'339 | 50'000 | 187'545 | 50'000 | 41'193 CHF | 11'486 CHF | 99.27% | 99.27% |
13.11.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 188'619 | 50'000 | 184'193 | 49'436 | 40'580 CHF | 11'393 CHF | 99.40% | 99.40% |
12.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 180'384 | 50'000 | 178'893 | 50'000 | 42'498 CHF | 12'377 CHF | 100.00% | 100.00% |
11.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 170'177 | 50'000 | 167'332 | 50'000 | 43'669 CHF | 13'550 CHF | 100.00% | 100.00% |
08.11.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 172'027 | 50'000 | 175'755 | 50'000 | 41'686 CHF | 12'361 CHF | 100.00% | 100.00% |
07.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 172'439 | 50'000 | 169'890 | 48'703 | 43'011 CHF | 12'819 CHF | 99.23% | 99.23% |