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 | 3.71% | 0.25 CHF | 0.26 CHF | 201'503 | 50'000 | 194'499 | 50'000 | 51'407 CHF | 13'728 CHF | 44.42% | 44.42% |
19.11.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 199'773 | 50'000 | 199'598 | 50'000 | 49'663 CHF | 12'952 CHF | 79.60% | 79.60% |
18.11.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 176'242 | 50'000 | 51'760 CHF | 15'200 CHF | 100.00% | 100.00% |
15.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 154'291 | 50'000 | 51'646 CHF | 17'250 CHF | 100.00% | 100.00% |
14.11.2024 | 3.33% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 175'133 | 50'000 | 51'758 CHF | 15'393 CHF | 99.44% | 99.44% |
13.11.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 199'502 | 50'000 | 179'855 | 49'415 | 50'901 CHF | 14'496 CHF | 81.40% | 81.40% |
12.11.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 171'012 | 50'000 | 52'015 CHF | 15'716 CHF | 100.00% | 100.00% |
11.11.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 132'012 | 50'000 | 51'764 CHF | 20'124 CHF | 100.00% | 100.00% |
08.11.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 140'000 | 25'000 | 129'949 | 25'000 | 52'032 CHF | 10'279 CHF | 100.00% | 100.00% |
07.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'066 | 24'740 | 52'173 CHF | 13'147 CHF | 99.06% | 99.06% |