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 | 3.36% | 0.29 CHF | 0.30 CHF | 145'183 | 50'000 | 145'699 | 50'000 | 42'636 CHF | 15'132 CHF | 100.00% | 100.00% |
19.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 153'016 | 50'000 | 155'641 | 50'000 | 41'871 CHF | 13'953 CHF | 99.94% | 99.94% |
18.11.2024 | 4.18% | 0.28 CHF | 0.29 CHF | 152'485 | 50'000 | 151'748 | 44'466 | 41'871 CHF | 12'748 CHF | 99.64% | 99.64% |
15.11.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 152'282 | 50'000 | 151'686 | 50'000 | 43'313 CHF | 14'779 CHF | 100.00% | 100.00% |
14.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 143'993 | 50'000 | 144'717 | 50'000 | 44'832 CHF | 15'991 CHF | 99.44% | 99.44% |
13.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 143'328 | 50'000 | 142'992 | 49'819 | 44'881 CHF | 16'138 CHF | 98.88% | 98.88% |
12.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 140'037 | 50'000 | 136'417 | 50'000 | 44'985 CHF | 16'989 CHF | 99.99% | 99.99% |
11.11.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 133'334 | 50'000 | 131'138 | 50'000 | 46'303 CHF | 18'155 CHF | 100.00% | 100.00% |
08.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 130'999 | 50'000 | 128'875 | 50'000 | 46'290 CHF | 18'461 CHF | 88.69% | 88.69% |
07.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 128'619 | 50'000 | 128'076 | 48'703 | 47'233 CHF | 18'452 CHF | 99.06% | 99.06% |