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 | 5.32% | 0.24 CHF | 0.25 CHF | 214'956 | 50'000 | 204'184 | 50'000 | 50'716 CHF | 13'118 CHF | 36.93% | 36.93% |
19.11.2024 | 4.79% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 202'035 | 50'000 | 50'754 CHF | 13'180 CHF | 95.06% | 95.06% |
18.11.2024 | 5.55% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 199'397 | 44'465 | 51'515 CHF | 12'120 CHF | 99.64% | 99.64% |
15.11.2024 | 4.72% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 168'786 | 50'000 | 51'382 CHF | 15'974 CHF | 100.00% | 100.00% |
14.11.2024 | 4.69% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 145'015 | 50'000 | 51'922 CHF | 18'783 CHF | 99.44% | 99.44% |
13.11.2024 | 6.46% | 0.37 CHF | 0.40 CHF | 140'000 | 50'000 | 140'015 | 49'557 | 51'765 CHF | 19'545 CHF | 98.88% | 98.88% |
12.11.2024 | 5.75% | 0.39 CHF | 0.42 CHF | 130'000 | 50'000 | 126'405 | 50'000 | 52'294 CHF | 21'923 CHF | 100.00% | 100.00% |
11.11.2024 | 5.39% | 0.43 CHF | 0.46 CHF | 120'000 | 50'000 | 119'680 | 50'000 | 52'993 CHF | 23'369 CHF | 100.00% | 100.00% |
08.11.2024 | 5.61% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 121'147 | 50'000 | 51'010 CHF | 22'274 CHF | 100.00% | 100.00% |
07.11.2024 | 5.74% | 0.42 CHF | 0.45 CHF | 120'000 | 50'000 | 122'666 | 48'703 | 51'450 CHF | 21'652 CHF | 99.06% | 99.06% |